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Interval forecasting of carbon price : a novel multiscale ensemble forecasting approach

Zhu, Bangzhu; Wan, Chunzhuo; Wang, Ping - In: Energy economics 115 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013541788

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

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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

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

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

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Pricing and forecasting carbon markets : models and empirical analyses

Zhu, Bangzhu; Chevallier, Julien - 2017

Persistent link: https://www.econbiz.de/10012162001

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

Forecasting inflection points : hybrid methods with multiscale machine learning algorithms

Chevallier, Julien; Zhu, Bangzhu; Zhang, Lyuyuan - In: Computational economics 57 (2021) 2, pp. 537-575

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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

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Forecasting realised volatility from search volume and overnight sentiment : evidence from China

Wang, Ping; Han, Wei; Huang, Chengcheng; Duy Duong - In: Research in international business and finance 62 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014247894