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Enriching the VaR framework to EEMD with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International Journal of Finance & Economics 23 (2018) 3, pp. 315-328
Persistent link: https://www.econbiz.de/10012082625
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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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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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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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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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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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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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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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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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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