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Breaking through the limitation of carbon price forecasting: A novel hybrid model based on secondary decomposition and nonlinear integration
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Breaking through the limitation of carbon price forecasting: A novel hybrid model based on secondary decomposition and nonlinear integration (2024)Breaking through the limitation of carbon…Carbon price forecasting based on CEEMDAN and LSTM (2022)Carbon price forecasting base…Carbon emissions determinants and forecasting: Evidence from G6 countries (2021)Carbon emissions determinants…A hybrid model for carbon price forecastingusing GARCH and long short-term memory network (2021)A hybrid model for carbon pri…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…Analysis and forecasting of the carbon price using multi—resolution singular value decomposition and extreme learning machine optimized by adaptive whale optimization algorithm (2018)Analysis and forecasting of t…A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)A novel multiscale nonlinear …A multiscale analysis for carbon price drivers (2018)A multiscale analysis for car…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…Dispersion Entropy: A Measure for Time-Series Analysis (2016)Dispersion Entropy: A Measure…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…A model of carbon price interactions with macroeconomic and energy dynamics (2011)A model of carbon price inter…An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)An overview of current resear…Dynamic behavior of CO2 spot prices (2008)Dynamic behavior of CO2 spot …The energy–climate challenge: Recent trends in CO2 emissions from fuel combustion (2007)Modeling the price dynamics of CO2 emission allowances (2008)Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Carbon finance and carbon market in China: Progress and challenges (2019)How does emission trading reduce China's carbon intensity? An exploration using a decomposition and difference-in-differences approach (2019)Can China’s policy of carbon emission trading promote carbon emission reduction? (2020)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Determinants of Credit Spread Changes (2001)Analysis of Financial Time Series (2006)Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment? (2022)Optimal Control Theory : Applications to Management Science and Economics (2000)Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Comparing Predictive Accuracy (1995)China's carbon emissions trading and stock returns (2019)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)Refined composite multivariate generalized multiscale fuzzy entropy: A tool for complexity analysis of multichannel signals (2016)Amplitude- and Fluctuation-Based Dispersion Entropy (2018)EntropyHub: An open-source toolkit for entropic time series analysis (2021)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

  • 2016Dispersion Entropy: A Measure for Time-Series Analysis816 cited
  • 2010An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect434 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
  • 2013Forecasting carbon futures volatility using GARCH models with energy volatilities346 cited
  • 2008Dynamic behavior of CO2 spot prices345 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
  • 2011A model of carbon price interactions with macroeconomic and energy dynamics262 cited
  • 2019A carbon price prediction model based on secondary decomposition algorithm and optimized back propagation neural network259 cited
  • 2021Carbon emissions determinants and forecasting: Evidence from G6 countries241 cited
  • 2018A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting235 cited
  • 2018A multiscale analysis for carbon price drivers

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203 cited
  • 2018Analysis and forecasting of the carbon price using multi—resolution singular value decomposition and extreme learning machine optimized by adaptive whale optimization algorithm181 cited
  • 2018A hybrid model using signal processing technology, econometric models and neural network for carbon spot price forecasting173 cited
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