Carbon Price Analysis Using Empirical Mode Decomposition

Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies

(2013) Jarrod Crossland et al.   APPLIED ENERGY

A Novel Multiscale Ensemble Carbon Price Prediction Model Integrating Empirical Mode Decomposition, Genetic Algorithm and Artificial Neural Network

(2012) Bangzhu Zhu   Energies

Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology

(2012) Bangzhu Zhu et al.   OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE

Trend filtering via empirical mode decompositions

(2011) Azadeh Moghtaderi et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Minimum spanning tree based split-and-merge: A hierarchical clustering method

(2011) Caiming Zhong et al.   INFORMATION SCIENCES

An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect

(2010) Yue-Jun Zhang et al.   APPLIED ENERGY

Carbon price volatility: Evidence from EU ETS

(2010) Zhen-Hua Feng et al.   APPLIED ENERGY

Causalities between CO2, electricity, and other energy variables during phase I and phase II of the EU ETS

(2010) Jan Horst Keppler et al.   ENERGY POLICY

A multiscale neural network learning paradigm for financial crisis forecasting

(2009) Lean Yu et al.   NEUROCOMPUTING

Price drivers and structural breaks in European carbon prices 2005–2007

(2008) Emilie Alberola et al.   ENERGY POLICY

Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event

(2008) Julien Chevallier et al.   ENERGY POLICY