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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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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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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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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
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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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The determinants of vulnerability to currency crises : country-specific factors versus regional factors
Wang, Ping; Moore, Tomoe - In: Empirica : journal of european economics 41 (2014) 4, pp. 619-640
Persistent link: https://www.econbiz.de/10010482512
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The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 22 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
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The multi-country transmission of sovereign and banking risk : a spatial vector autoregressive approach
Zhu, Bing - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 4, pp. 422-441
Persistent link: https://www.econbiz.de/10012007740
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U.S. and European listed real estate as an inflation hedge
Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2024
Persistent link: https://www.econbiz.de/10014543731