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Carbon price analysis using empirical mode decomposition
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: Computational economics 45 (2015) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10011325724
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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
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Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
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Supply-side structural effects of air pollutant emissions in China : a comparative analysis
Xie, Rui; Wang, Fangfang; Chevallier, Julien; Zhu, Bangzhu - In: Structural change and economic dynamics : SC+ED 46 (2018), pp. 89-95
Persistent link: https://www.econbiz.de/10012039877
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Exploring the risk spillover effects between carbon market and electricity market : a bidimensional empirical mode decomposition based conditional value at risk approach
Zhu, Bangzhu; Huang, Liqing; Yuan, Lili; Ye, Shunxin; … - In: International review of economics & finance : IREF 67 (2020), pp. 163-175
Persistent link: https://www.econbiz.de/10012485847
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Interval forecasting of carbon price : a novel multiscale ensemble forecasting approach
Zhu, Bangzhu; Wan, Chunzhuo; Wang, Ping - In: Energy economics 115 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013541788
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Interval forecasting of carbon price with a novel hybrid multiscale decomposition and bootstrap approach
Zhu, Bangzhu; Wan, Chunzhuo; Wang, Ping; Chevallier, Julien - In: Journal of forecasting 44 (2025) 2, pp. 376-390
Persistent link: https://www.econbiz.de/10015374041
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Sources of energy productivity change in China during 1997-2012 : a decomposition analysis based on the Luenberger productivity indicator
Wang, Ke; Wei, Yi-Ming - In: Energy economics 54 (2016), pp. 50-59
Persistent link: https://www.econbiz.de/10011662737