Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
Dinggao Liu, Kaijie Chen, Yi Cai, Zhenpeng Tang
| 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 | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491001