Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
Year of publication: |
2024
|
---|---|
Authors: | Liu, Dinggao ; Chen, Kaijie ; Cai, Yi ; Tang, Zhenpeng |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 105038, p. 1-7
|
Subject: | Carbon prices | Data augmentation | Interpretability | Multivariate time series | Temporal Fusion Transformer | TimeGAN | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Treibhausgas-Emissionen | Greenhouse gas emissions |
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