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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
9 references·4 citing·52 second hop
Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market (2017)Hilbert Spectra and Empirical Mode Decomp…An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting (2016)An Adaptive Multiscale Ensemb…Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015)Linear and nonlinear Granger …Emission abatement: Untangling the impacts of the EU ETS and the economic crisis (2015)Emission abatement: Untanglin…Carbon Price Analysis Using Empirical Mode Decomposition (2013)Carbon Price Analysis Using E…Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology (2012)Carbon price forecasting with…An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)An overview of current resear…Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Understanding the role of big data analytics for coordination of electronic retail service supply chain (2021)Understanding the role of big…Non-oil economic transition for economic and environmental sustainability in Saudi Arabia: a multi-factor analysis under fuzzy environment (2021)Non-oil economic transition f…Does Foreign Direct Investment Influence Renewable Energy Consumption? Empirical Evidence from South Asian Countries (2021)Does Foreign Direct Investmen…Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach (2020)Exploring the risk spillover …Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Dependence changes between the carbon price and its fundamentals: A quantile regression approach (2017)Connectedness network and dependence structure mechanism in green investments (2018)Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price: Do different types of uncertainty matter? 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this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2010An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect434 cited
  • 2012Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology376 cited
  • 2015Emission abatement: Untangling the impacts of the EU ETS and the economic crisis223 cited
  • 2015Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach182 cited
  • 2013Carbon Price Analysis Using Empirical Mode Decomposition132 cited
  • 2016An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting88 cited

Cited by

  • 2020Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach80 cited
  • 2021Does Foreign Direct Investment Influence Renewable Energy Consumption? Empirical Evidence from South Asian Countries76 cited
  • 2021Understanding the role of big data analytics for coordination of electronic retail service supply chain25 cited
  • 2021Non-oil economic transition for economic and environmental sustainability in Saudi Arabia: a multi-factor analysis under fuzzy environment

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19 cited