Search Results - subject:"Empirical Mode Decomposition"

Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach

Zhu, Bangzhu; Ye, Shunxin; He, Kaijian; Chevallier, Julien - In: Decision making and risk/return optimization in …, (pp. 373-395). 2019

Persistent link: https://www.econbiz.de/10012135887

Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation

Crowley, Patrick; Hughes Hallett, Andrew - 2014

In this paper we use a New Keynesian model to explain why volatility transfer from high frequency to low frequency cycles can and did occur during the period commonly referred to as the "great moderation". The model suggests that an increase in inflation aversion and/or a reduction to a...

Persistent link: https://www.econbiz.de/10012148229

Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis

Afanasyev, Dmitriy; Fedorova, Elena; Popov, Viktor - Volkswirtschaftliche Fakultät, … - 2014

), based on the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) (Torres et al., 2011), and …

Persistent link: https://www.econbiz.de/10011110163

Carbon price analysis using empirical mode decomposition

Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yiming - Institut de Préparation à l'Administration et à la … - 2014

. Empirical mode decomposition (EMD), a self-adaption data analysis approach for nonlinear and non-stationary time series, can …

Persistent link: https://www.econbiz.de/10010860471

Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation

Crowley, Patrick; Hughes Hallett, Andrew - Suomen Pankki - 2014

Persistent link: https://www.econbiz.de/10010945112

Hour-Ahead Wind Speed and Power Forecasting Using Empirical Mode Decomposition

Hong, Ying-Yi; Yu, Ti-Hsuan; Liu, Ching-Yun - In: Energies 6 (2013) 12, pp. 6137-6152

, real power scheduling and economic dispatch. This work presents a novel method based on the integration of empirical mode … decomposition (EMD) with artificial neural networks (ANN) to forecast the short-term (1 h ahead) wind speed/power. First …

Persistent link: https://www.econbiz.de/10011031317

Support Vector Regression Model Based on Empirical Mode Decomposition and Auto Regression for Electric Load Forecasting

Fan, Guo-Feng; Qing, Shan; Wang, Hua; Hong, Wei-Chiang; … - In: Energies 6 (2013) 4, pp. 1887-1901

of support vector regression (SVR), this paper presents a SVR model hybridized with the empirical mode decomposition (EMD …

Persistent link: https://www.econbiz.de/10010675978

Interval decomposition ensemble approach for crude oil price forecasting

Sun, Shaolong; Sun, Yuying; Wang, Shouyang; Wei, Yunjie - In: Energy economics 76 (2018), pp. 274-287

Persistent link: https://www.econbiz.de/10011976631

What matters for global food price volatility?

Wang, Lafang; Duan, Wenjing; Qu, Dan; Wang, Shaojun - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1549-1572

Persistent link: https://www.econbiz.de/10011949595

Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method

Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476

Persistent link: https://www.econbiz.de/10011854926