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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)
New Economics Papers: this item is included in nep-ene, nep-env and nep-for
Date: 2014-01-01
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Journal Article: Carbon Price Analysis Using Empirical Mode Decomposition (2015) Downloads
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