Search Results - subject:"ensemble empirical mode decomposition"

Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective

Ftiti, Zied; Hadhri, Sinda - In: Pacific-Basin finance journal 53 (2019), pp. 40-55

Persistent link: https://www.econbiz.de/10012133290

An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction

Qin, Quande; Xie, Kangqiang; He, Huangda; Li, Li; Chu, … - In: Energy economics 83 (2019), pp. 402-414

Persistent link: https://www.econbiz.de/10012175751

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

Hilbert spectra and empirical mode decomposition : a multiscale event analysis method to detect the impact of economic crises on the European carbon market

Zhu, Bangzhu; Ma, Shujiao; Xie, Rui; Chevallier, Julien; … - In: Computational economics 52 (2018) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10012052923

The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective

Geng, Jiang-Bo; Ji, Qiang; Fan, Ying - In: Energy economics 67 (2017), pp. 98-110

Persistent link: https://www.econbiz.de/10011897880

An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting

Zhu, Bangzhu; Shi, Xuetao; Chevallier, Julien; Wang, Ping; … - In: Journal of forecasting 35 (2016) 7, pp. 633-651

Persistent link: https://www.econbiz.de/10011610095

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

A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting

Tang, Ling; Dai, Wei; Yu, Lean; Wang, Shouyang - In: International Journal of Information Technology & … 14 (2015) 01, pp. 141-169

ensemble empirical mode decomposition (CEEMD) and extended extreme learning machine (EELM) is proposed. This novel method is …

Persistent link: https://www.econbiz.de/10011279056

Forecasting daily and monthly exchange rates with machine learning techniques

Plakandaras, Vasilios; Papadimitriou, Theophilos; … - In: Journal of forecasting 34 (2015) 7, pp. 560-573

Persistent link: https://www.econbiz.de/10011390457

A hybrid forecasting approach applied to wind speed time series

Hu, Jianming; Wang, Jianzhou; Zeng, Guowei - In: Renewable Energy 60 (2013) C, pp. 185-194

In this paper, a hybrid forecasting approach, which combines the Ensemble Empirical Mode Decomposition (EEMD) and the …

Persistent link: https://www.econbiz.de/10010804749

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