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Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode
16 references·5 citing·39 second hop
Improving the forecasting accuracy of interval-valued carbon price from a novel multi-scale framework with outliers detection: An improved interval-valued time series analysis mode (2023)Improving the forecasting accuracy of int…Carbon price forecasting based on CEEMDAN and LSTM (2022)Carbon price forecasting base…A hybrid model for carbon price forecastingusing GARCH and long short-term memory network (2021)A hybrid model for carbon pri…Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors (2019)Forecasting carbon prices in …Carbon trading volume and price forecasting in China using multiple machine learning models (2019)Carbon trading volume and pri…A carbon price prediction model based on secondary decomposition algorithm and optimized back propagation neural network (2019)A carbon price prediction mod…Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS (2018)Usefulness of economic and en…A review of China’s carbon trading market (2018)A review of China’s carbon tr…A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)A novel multiscale nonlinear …A hybrid model using signal processing technology, econometric models and neural network for carbon spot price forecasting (2018)A hybrid model using signal p…Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression (2017)Forecasting carbon price usin…Forecasting Chinese carbon emissions from fossil energy consumption using non-linear grey multivariable models (2016)Forecasting Chinese carbon em…Chaotic characteristic identification for carbon price and an multi-layer perceptron network prediction model (2015)Chaotic characteristic identi…Identifying Expertise to Extract the Wisdom of Crowds (2014)Identifying Expertise to Extr…Forecasting carbon futures volatility using GARCH models with energy volatilities (2013)Forecasting carbon futures vo…Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology (2012)Carbon price forecasting with…The Combination of Forecasts (1969)The Combination of ForecastsForecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach (2024)Forecasting interval carbon p…Carbon futures price forecasting based on feature selection (2024)Carbon futures price forecast…A secondary decomposition-ensemble framework for interval carbon price forecasting (2024)A secondary decomposition-ens…Interval time series forecasting: A systematic literature review (2023)Interval time series forecast…A novel interval-valued carbon price analysis and forecasting system based on multi-objective ensemble strategy for carbon trading market (2023)A novel interval-valued carbo…Constructive Consumer Choice Processes (1998)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)The wisdom of crowds: why the many are smarter than the few and how collective wisdom shapes business, economies, societies and nations (2004)The gateway belief model: A large-scale replication (2019)Will Humans-in-the-Loop Become Borgs? Merits and Pitfalls of Working with AI (2021)Forecast combinations: An over 50-year review (2022)Comparing Predictive Accuracy (1994)Time series forecasting using a hybrid ARIMA and neural network model (2003)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic spillover between carbon and energy markets: New evidence (2018)EMPIRICAL TESTS AND POLICY ANALYSIS OF ENVIRONMENTAL DEGRADATION AT DIFFERENT STAGES OF ECONOMIC DEVELOPMENT (1994)Economic growth and CO2 emissions in Malaysia: A cointegration analysis of the Environmental Kuznets Curve (2012)Energy consumption, economic growth and CO2 emissions in Middle East and North African countries (2012)Grey relational analysis, principal component analysis and forecasting of carbon emissions based on long short-term memory in China (2018)Towards a sustainable environment: The nexus between ISO 14001, renewable energy consumption, access to electricity, agriculture and CO2 emissions in SAARC countries (2020)Development of regression models to forecast the CO2 emissions from fossil fuels in the BRICS and MINT countries (2022)Comparing Predictive Accuracy (1995)China's carbon emissions trading and stock returns (2019)An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)A hybrid framework for carbon trading price forecasting: The role of multiple influence factor (2020)A combination forecasting model based on hybrid interval multi-scale decomposition: Application to interval-valued carbon price forecasting (2021)Hybridization of hybrid structures for time series forecasting: a review (2022)The conformable fractional grey system model (2019)A multi-factor integrated model for carbon price forecasting: Market interaction promoting carbon emission reduction (2021)Analysis and forecast of China's energy consumption structure (2021)Thermal coal futures trading volume predictions through the neural network (2024)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Time Series Analysis Forecasting and Control. (1971)Testing the equality of prediction mean squared errors (1997)Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Oil price forecasting: A hybrid GRU neural network based on decomposition–reconstruction methods (2023)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)A CNN-LSTM based deep learning model with high accuracy and robustness for carbon price forecasting: A case of Shenzhen's carbon market in China (2024)Predictions of steel price indices through machine learning for the regional northeast Chinese market (2024)
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References

  • 1969The Combination of Forecasts3,194 cited
  • 2022Carbon price forecasting based on CEEMDAN and LSTM424 cited
  • 2012Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology376 cited
  • 2014Identifying Expertise to Extract the Wisdom of Crowds363 cited
  • 2013Forecasting carbon futures volatility using GARCH models with energy volatilities346 cited
  • 2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network316 cited
  • 2017Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression306 cited
  • 2019Carbon trading volume and price forecasting in China using multiple machine learning models294 cited
  • 2016Forecasting Chinese carbon emissions from fossil energy consumption using non-linear grey multivariable models264 cited
  • 2019A carbon price prediction model based on secondary decomposition algorithm and optimized back propagation neural network259 cited
  • 2018A review of China’s carbon trading market254 cited
  • 2018A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting235 cited
  • 2015Chaotic characteristic identification for carbon price and an multi-layer perceptron network prediction model209 cited
  • 2019Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors

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208 cited
  • 2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS198 cited
  • 2018A hybrid model using signal processing technology, econometric models and neural network for carbon spot price forecasting173 cited
  • Cited by

    • 2024A secondary decomposition-ensemble framework for interval carbon price forecasting43 cited
    • 2023A novel interval-valued carbon price analysis and forecasting system based on multi-objective ensemble strategy for carbon trading market42 cited
    • 2023Interval time series forecasting: A systematic literature review34 cited
    • 2024Carbon futures price forecasting based on feature selection30 cited
    • 2024Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach29 cited