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Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price
16 references·0 citing·46 second hop
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References

  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2008Modeling the price dynamics of CO2 emission allowances695 cited
  • 2019CNNpred: CNN-based stock market prediction using a diverse set of variables643 cited
  • 2020A CNN-BiLSTM-AM method for stock price prediction633 cited
  • 2020The European Union Emissions Trading System reduced CO 2 emissions despite low prices544 cited
  • 2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence447 cited
  • 2009Allowance price drivers in the first phase of the EU ETS441 cited
  • 2011State and Trends of the Carbon Market 2011428 cited
  • 2009Carbon futures and macroeconomic risk factors: A view from the EU ETS410 cited
  • 2012Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology376 cited
  • 2013Forecasting carbon futures volatility using GARCH models with energy volatilities346 cited
  • 2019Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data342 cited
  • 2021A graph-based CNN-LSTM stock price prediction algorithm with leading indicators332 cited
  • 2011Carbon price drivers: Phase I versus Phase II equilibrium?329 cited

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  • 2008An econometric analysis of emission allowance prices327 cited
  • 2015The European Union Emissions Trading System: Ten Years and Counting321 cited
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