Search Results - subject:"ensemble empirical mode decomposition"

Can hybrid model improve the forecasting performance of stock price index amid COVID-19? : contextual evidence from the MEEMD-LSTM-MLP approach

Yang, Qu; Yu, Yuanyuan; Dai, Dongsheng; He, Qian; Lin, Yu - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015135677

Information flow between BRVM and ESG stock returns : a frequency-dependent analysis

Kyei, Collins Baffour; Ampong, George Oppong Appiagyei; … - In: Research in globalization 8 (2024), pp. 1-23

This paper seeks to analyze the information flow between the Bourse Régionale des Valeurs Mobilières (BRVM) and Environmental, Social, and Governance (ESG) stocks, focusing on the time and frequency domains. By studying these aspects, we aim to gain a deeper understanding of how information is...

Persistent link: https://www.econbiz.de/10015047811

Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions

Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

18 April 2019 are employed within the Ensemble Empirical Mode Decomposition and Quantile-in-Quantile regression …

Persistent link: https://www.econbiz.de/10014001570

Connectedness of cryptocurrencies and gold returns : evidence from frequency-dependent quantile regressions

Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

18 April 2019 are employed within the Ensemble Empirical Mode Decomposition and Quantile-in-Quantile regression …

Persistent link: https://www.econbiz.de/10013179510

The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions

Afanasyev, Dmitriy; Fedorova, Elena - Volkswirtschaftliche Fakultät, … - 2015

being studied. The complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) allows to effectively …

Persistent link: https://www.econbiz.de/10011185684

How does carbon price change? Evidences from EU ETS

Wei, Yi-Ming; Feng, Zhen-Hua; Liu, Chun-Feng - Center for Energy and Environmental Policy Research … - 2010

By proposing the hypotheses for carbon price volatility, this paper uses variance ratio and Ensemble Empirical mode … decomposition (EEMD) to analyze the carbon price. Results show that carbon price is influenced by temperature, market mechanism and …

Persistent link: https://www.econbiz.de/10010885079