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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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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
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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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Including intangible costs into the cost-of-illness approach : a method refinement illustrated based on the PM2.5 economic burden in China
Zhu, Bangzhu; Pang, Runzhi; Chevallier, Julien; Wei, Yi-Ming - In: The European journal of health economics : HEPAC ; … 20 (2019) 4, pp. 501-511
Persistent link: https://www.econbiz.de/10012059860
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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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Self-scheduling of a power generating company : carbon tax considerations
Liu, Sidong; Chevallier, Julien; Zhu, Bangzhu - In: Computers & operations research : and their … 66 (2016), pp. 384-392
Persistent link: https://www.econbiz.de/10011429029
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Capital-energy substitution in China : regional differences and dynamic evolution
Qiao, Haishu; Li, Ying; Chevallier, Julien; Zhu, Bangzhu - In: Post-communist economies 28 (2016) 4, pp. 421-435
Persistent link: https://www.econbiz.de/10011709643
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Local Gaussian correlations in financial and commodity markets
Nguyen Quynh Nga; Aboura, Sofiane; Chevallier, Julien; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 306-323
Persistent link: https://www.econbiz.de/10012239567
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A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian; Chevallier, Julien; Zhu, Bangzhu - In: Energy economics 85 (2020), pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
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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