Economics at your fingertips  

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (26) Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
Journal Article: Carbon Price Analysis Using Empirical Mode Decomposition (2015) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this paper

More papers in Working Papers from Department of Research, Ipag Business School Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().

Page updated 2019-12-04
Handle: RePEc:ipg:wpaper:2014-156