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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

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

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

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

How does internal carbon pricing affect corporate environmental performance?

Zhu, Bangzhu; Xu, Chenxin; Wang, Ping; Zhang, Lin - In: Journal of business research : JBR 145 (2022), pp. 65-77

Persistent link: https://www.econbiz.de/10013197880

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

Pricing and Forecasting Carbon Markets : Models and Empirical Analyses

Zhu, Bangzhu - 2017

This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues. It explores the related issues of pricing and forecasting the carbon market using theoretical...

Persistent link: https://www.econbiz.de/10012398273

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

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

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