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Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology
Zhu, Bangzhu; Wei, Yi-Ming - In: Omega : the international journal of management science 41 (2013) 3, pp. 517-524
Persistent link: https://www.econbiz.de/10009675674
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Modelling the dynamics of European carbon futures price : a Zipf analysis
Zhu, Bangzhu; Ma, Shujiao; Chevallier, Julien; Wei, Yi-Ming - In: Economic modelling 38 (2014), pp. 372-380
Persistent link: https://www.econbiz.de/10010419048
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Examining the structural changes of European carbon futures price 2005 - 2012
Zhu, Bangzhu; Chevallier, Julien; Ma, Shujiao; Wei, Yi-Ming - In: Applied economics letters 22 (2015) 4/6, pp. 335-342
Persistent link: https://www.econbiz.de/10010506747
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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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A multiscale analysis for carbon price drivers
Zhu, Bangzhu; Ye, Shunxin; Han, Dong; Wang, Ping; He, … - In: Energy economics 78 (2019), pp. 202-216
Persistent link: https://www.econbiz.de/10012159929
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A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting
Zhu, Bangzhu; Ye, Shunxin; Wang, Ping; He, Kaijian; … - In: Energy economics 70 (2018), pp. 143-157
Persistent link: https://www.econbiz.de/10011942668
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Exploring the effect of carbon trading mechanism on China's green development efficiency : a novel integrated approach
Zhu, Bangzhu; Zhang, Mengfan; Huang, Liqing; Wang, Ping; … - In: Energy economics 85 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012510228
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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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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