Exploring the predictability of attention mechanism with LSTM : evidence from EU carbon futures prices
Kun Duan, Rui Wang, Shun Chen, Lei Ge
| Year of publication: |
2023
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| Authors: | Duan, Kun ; Wang, Rui ; Chen, Shun ; Ge, Lei |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-20
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| Subject: | Attention | EU carbon market | Futures price | LSTM | Prediction | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463400