Carbon price analysis using empirical mode decomposition
Bangzhu Zhu,
Ping Wang,
Julien Chevallier and
Yi-Ming Wei
No 2014-156, Working Papers from Department of Research, Ipag Business School
Abstract:
Mastering the underlying characteristics of carbon price changes can help governments formulate correct policies to keep efficient operation of carbon markets, and investors take effective measures to evade their investment risks. Empirical mode decomposi
Keywords: Carbon Price; Empirical Mode Decomposition; Multiscale Analysis; Forecasting; EU ETS (search for similar items in EconPapers)
Pages: 12 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ene, nep-env and nep-for
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Citations: View citations in EconPapers (31)
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Journal Article: Carbon Price Analysis Using Empirical Mode Decomposition (2015)
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