Carbon prices forecasting in quantilesXiaohang Ren, Kun Duan, Lizhu Tao, Yukun Shi, Cheng Yan2022-02-05articleEnergy Economics109 citationsgreenNo readable copy stored yet — this record is metadata only.Market Dynamics and VolatilityFinancial Markets and Investment StrategiesStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 109 citations exist upstream.References1971Time Series Analysis Forecasting and Control.2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy2014Big Data: New Tricks for Econometrics2005Counterfactual decomposition of changes in wage distributions using quantile regression2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONSCited by2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications2024A multiscale and multivariable differentiated learning for carbon price forecasting2023A hybrid forecasting approach for China's national carbon emission allowance prices with balanced accuracy and interpretability