Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Zisheng Ouyang, Min Lu, Yongzeng Lai
| Year of publication: |
2023
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|---|---|
| Authors: | Ouyang, Zisheng ; Lu, Min ; Lai, Yongzeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 128.2023, p. 1-14
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| Subject: | Stock price return and volatility | Time-varying parameter vector autoregressive | Genetic algorithm | Variational mode decomposition | Deep learning | Volatilität | Volatility | Börsenkurs | Share price | Aktienindex | Stock index | Theorie | Theory | Prognoseverfahren | Forecasting model | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015072635