Similar Search Results - EconBiz

Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors

Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie; Wang, Qunwei - In: Energy economics 133 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015049680

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114

Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine

Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632

Persistent link: https://www.econbiz.de/10013166168

Research and application of association rule algorithm and an optimized grey model in carbon emissions forecasting

Ma, Xuejiao; Jiang, Ping; Jiang, Qichuan - In: Technological forecasting & social change : an … 158 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012516881

Carbon prices forecasting in quantiles

Ren, Xiaohang; Duan, Kun; Tao, Lizhu; Shi, Yukun; Yan, Cheng - In: Energy economics 108 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013202748

Information aggregation in a prediction market for climate outcomes

Aliakbari, Elmira; McKitrick, Ross - 2017

Persistent link: https://www.econbiz.de/10011609527

Predicting carbon market risk using information from macroeconomic fundamentals

Jiao, Lei; Liao, Yin; Zhou, Qing - In: Energy economics 73 (2018), pp. 212-227

Persistent link: https://www.econbiz.de/10011972585

Information aggregation in a prediction market for climate outcomes

Aliakbari, Elmira; McKitrick, Ross - In: Energy economics 74 (2018), pp. 97-106

Persistent link: https://www.econbiz.de/10011972647

A novel framework for carbon price forecasting with uncertainties

Wang, Minggang; Zhu, Mengrui; Tian, Lixin - In: Energy economics 112 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013350454

Probability distribution forecasting of carbon allowance prices : a hybrid model considering multiple influencing factors

Lei, Heng; Xue, Minggao; Liu, Huiling - In: Energy economics 113 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013540610

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