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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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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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Can China achieve its carbon intensity target by 2020 while sustaining economic growth?
Zhu, Bangzhu; Wang, Kefan; Chevallier, Julien; Wang, Ping; … - In: Ecological economics : the transdisciplinary journal of … 119 (2015), pp. 209-216
Persistent link: https://www.econbiz.de/10011569178
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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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Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels
Zhu, Bangzhu; Ye, Shunxin; Wang, Ping; Chevallier, Julien; … - In: Journal of forecasting 41 (2022) 1, pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
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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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Allocating provincial CO2 quotas for the Chinese national carbon program
Jiang, Minxing; Zhu, Bangzhu; Chevallier, Julien; Xie, Rui - In: Australian Journal of Agricultural and Resource Economics 62 (2018) 3, pp. 457-479
Persistent link: https://www.econbiz.de/10012085530
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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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Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach
Zhu, Bangzhu; Ye, Shunxin; He, Kaijian; Chevallier, Julien - In: Decision making and risk/return optimization in …, (pp. 373-395). 2019
Persistent link: https://www.econbiz.de/10012135887