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Carbon prices forecasting in quantiles

Citations

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Cited by:

  1. Dong, Kangyin & Dou, Yue & Jiang, Qingzhe, 2022. "Income inequality, energy poverty, and energy efficiency: Who cause who and how?," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  2. Zhang, Pengfeng & Gu, Haiying, 2023. "Potential policy coordination: Can energy intensity targets affect energy poverty?," Energy Economics, Elsevier, vol. 126(C).
  3. Amrita Goldar & Diya Dasgupta, 2023. "Beyond the Stocktake (Part II): Clean Energy Technologies," Indian Council for Research on International Economic Relations (ICRIER) Policy Paper 14, Indian Council for Research on International Economic Relations (ICRIER), New Delhi, India.
  4. Tianqi Pang & Kehui Tan & Chenyou Fan, 2023. "Carbon Price Forecasting with Quantile Regression and Feature Selection," Papers 2305.03224, arXiv.org.
  5. Wang, Xiong & Wang, Xiao & Ren, Xiaohang & Wen, Fenghua, 2022. "Can digital financial inclusion affect CO2 emissions of China at the prefecture level? Evidence from a spatial econometric approach," Energy Economics, Elsevier, vol. 109(C).
  6. Zhikai Zhang & Yaojie Zhang & Yudong Wang & Qunwei Wang, 2024. "The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 557-584, April.
  7. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, vol. 15(22), pages 1-26, November.
  8. Wang, Xuerui & Wang, Lin & An, Wuyue, 2024. "Probability density prediction for carbon allowance prices based on TS2Vec and distribution Transformer," Energy Economics, Elsevier, vol. 140(C).
  9. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
  10. Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022. "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, vol. 254(PB).
  11. Zhu, Bangzhu & Wan, Chunzhuo & Wang, Ping, 2022. "Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach," Energy Economics, Elsevier, vol. 115(C).
  12. Wang, Jiqian & Guo, Xiaozhu & Tan, Xueping & Chevallier, Julien & Ma, Feng, 2023. "Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?," Energy Economics, Elsevier, vol. 117(C).
  13. Wang, Ning & Guo, Ziyu & Shang, Dawei & Li, Keyuyang, 2024. "Carbon trading price forecasting in digitalization social change era using an explainable machine learning approach: The case of China as emerging country evidence," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
  14. Rangan Gupta & Christian Pierdzioch, 2023. "Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-22, December.
  15. Wang, Jianda & Dong, Kangyin & Wang, Kun, 2023. "Towards green recovery: Platform economy and its impact on carbon emissions in China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 969-987.
  16. Bangzhu Zhu & Jingyi Zhang & Chunzhuo Wan & Julien Chevallier & Ping Wang, 2023. "An evolutionary cost‐sensitive support vector machine for carbon price trend forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 741-755, July.
  17. Li, Dan & Li, Yijun & Wang, Chaoqun & Chen, Min & Wu, Qi, 2023. "Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks," Applied Energy, Elsevier, vol. 331(C).
  18. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  19. Dong, Kangyin & Taghizadeh-Hesary, Farhad & Zhao, Jun, 2022. "How inclusive financial development eradicates energy poverty in China? The role of technological innovation," Energy Economics, Elsevier, vol. 109(C).
  20. Cristiano Salvagnin & Aldo Glielmo & Maria Elena De Giuli & Antonietta Mira, 2024. "Investigating the price determinants of the European Emission Trading System: a non-parametric approach," Quantitative Finance, Taylor & Francis Journals, vol. 24(10), pages 1529-1544, October.
  21. Ren, Xiaohang & Wang, Rui & Duan, Kun & Chen, Jinyu, 2022. "Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold," Research in International Business and Finance, Elsevier, vol. 62(C).
  22. Na Fu & Liyan Geng & Junhai Ma & Xue Ding, 2023. "Price, Complexity, and Mathematical Model," Mathematics, MDPI, vol. 11(13), pages 1-30, June.
  23. Wang, Xiong & Li, Jingyao & Ren, Xiaohang, 2022. "Asymmetric causality of economic policy uncertainty and oil volatility index on time-varying nexus of the clean energy, carbon and green bond," International Review of Financial Analysis, Elsevier, vol. 83(C).
  24. Chen, Linfei & Zhao, Xuefeng, 2024. "A multiscale and multivariable differentiated learning for carbon price forecasting," Energy Economics, Elsevier, vol. 131(C).
  25. Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024. "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, vol. 139(C).
  26. Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei, 2024. "Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors," Energy Economics, Elsevier, vol. 133(C).
  27. Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023. "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, vol. 127(PB).
  28. Wen, Fenghua & Tong, Xi & Ren, Xiaohang, 2022. "Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?," International Review of Financial Analysis, Elsevier, vol. 81(C).
  29. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2022. "Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method," Resources Policy, Elsevier, vol. 78(C).
  30. Cuiling Song, 2024. "Analysis of China’s carbon market price fluctuation and international carbon credit financing mechanism using random forest model," PLOS ONE, Public Library of Science, vol. 19(3), pages 1-25, March.
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