IDEAS home Printed from https://ideas.repec.org/r/kap/compec/v45y2015i2p195-206.html

Carbon Price Analysis Using Empirical Mode Decomposition

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-15.
  2. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working papers of CATT hal-01880330, HAL.
  3. Karpf, Andreas & Mandel, Antoine & Battiston, Stefano, 2018. "Price and network dynamics in the European carbon market," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 103-122.
  4. Zhu, Bangzhu & Ye, Shunxin & Han, Dong & Wang, Ping & He, Kaijian & Wei, Yi-Ming & Xie, Rui, 2019. "A multiscale analysis for carbon price drivers," Energy Economics, Elsevier, vol. 78(C), pages 202-216.
  5. Jianguo Zhou & Xuechao Yu & Xiaolei Yuan, 2018. "Predicting the Carbon Price Sequence in the Shenzhen Emissions Exchange Using a Multiscale Ensemble Forecasting Model Based on Ensemble Empirical Mode Decomposition," Energies, MDPI, vol. 11(7), pages 1-17, July.
  6. repec:ipg:wpaper:2014-518 is not listed on IDEAS
  7. Quande Qin & Huangda He & Li Li & Ling-Yun He, 2020. "A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1249-1273, April.
  8. Cao, Guangxi & Xu, Wei, 2016. "Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 83(C), pages 212-222.
  9. repec:ipg:wpaper:2014-546 is not listed on IDEAS
  10. repec:ipg:wpaper:2014-565 is not listed on IDEAS
  11. Wen, Fenghua & Wu, Nan & Gong, Xu, 2020. "China's carbon emissions trading and stock returns," Energy Economics, Elsevier, vol. 86(C).
  12. Zhu, Bangzhu & Han, Dong & Chevallier, Julien & Wei, Yi-Ming, 2017. "Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016," Energy Policy, Elsevier, vol. 107(C), pages 309-322.
  13. repec:ipg:wpaper:2014-535 is not listed on IDEAS
  14. Niu, Hongli & Hu, Ziang, 2021. "Information transmission and entropy-based network between Chinese stock market and commodity futures market," Resources Policy, Elsevier, vol. 74(C).
  15. Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
  16. Wenjie Xu & Jujie Wang & Yue Zhang & Jianping Li & Lu Wei, 2025. "An optimized decomposition integration framework for carbon price prediction based on multi-factor two-stage feature dimension reduction," Annals of Operations Research, Springer, vol. 345(2), pages 1229-1266, February.
  17. repec:ipg:wpaper:2014-422 is not listed on IDEAS
  18. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  19. repec:ipg:wpaper:2014-442 is not listed on IDEAS
  20. Chang-Jing Ji & Yu-Jie Hu & Bao-Jun Tang, 2018. "Research on carbon market price mechanism and influencing factors: a literature review," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 92(2), pages 761-782, June.
  21. Zhu, Bangzhu & Ye, Shunxin & Wang, Ping & He, Kaijian & Zhang, Tao & Wei, Yi-Ming, 2018. "A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting," Energy Economics, Elsevier, vol. 70(C), pages 143-157.
  22. Bangzhu Zhu & Shujiao Ma & Rui Xie & Julien Chevallier & Yi-Ming Wei, 2018. "Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 123-123, June.
  23. repec:ipg:wpaper:2014-547 is not listed on IDEAS
  24. Yu, Lean & Li, Jingjing & Tang, Ling & Wang, Shuai, 2015. "Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach," Energy Economics, Elsevier, vol. 51(C), pages 300-311.
  25. repec:ipg:wpaper:2014-529 is not listed on IDEAS
  26. repec:ipg:wpaper:2014-542 is not listed on IDEAS
  27. Tian, Hu & Zheng, Xiaolong & Zeng, Daniel Danjun, 2019. "Analyzing the dynamic sectoral influence in Chinese and American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  28. Jihong Xiao & Xuehong Zhu & Chuangxia Huang & Xiaoguang Yang & Fenghua Wen & Meirui Zhong, 2019. "A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 287-310, January.
  29. Bangzhu Zhu & Shunxin Ye & Kaijian He & Julien Chevallier & Rui Xie, 2019. "Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach," Annals of Operations Research, Springer, vol. 281(1), pages 373-395, October.
  30. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  31. Liu, Ying Lin & Zhang, Jing Jie & Fang, Yan, 2023. "The driving factors of China's carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression," Finance Research Letters, Elsevier, vol. 54(C).
  32. repec:ipg:wpaper:2014-494 is not listed on IDEAS
  33. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016. "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, vol. 54(C), pages 159-172.
  34. repec:ipg:wpaper:2014-569 is not listed on IDEAS
  35. Zhou, Jie & Sun, Mei & Han, Dun & Gao, Cuixia, 2021. "Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
  36. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  37. Yelin Wang & Ping Yang & Zan Song & Julien Chevallier & Qingtai Xiao, 2024. "Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 711-740, February.
  38. Xu, Jia & Tan, Xiujie & He, Gang & Liu, Yu, 2019. "Disentangling the drivers of carbon prices in China's ETS pilots — An EEMD approach," Technological Forecasting and Social Change, Elsevier, vol. 139(C), pages 1-9.
  39. Yanzhi Duan & Chunlei He & Li Yao & Yue Wang & Nan Tang & Zhong Wang, 2023. "Research on Risk Measurement of China’s Carbon Trading Market," Energies, MDPI, vol. 16(23), pages 1-28, December.
  40. Miguel Ángel Ruiz Reina, 2025. "Dynamic Time Warping: Intertemporal Clustering Alignments for Hotel Tourism Demand," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2625-2648, May.
  41. Hanmin Dong & Xiujie Tan & Si Cheng & Yishuang Liu, 2023. "COVID-19, recovery policies and the resilience of EU ETS," Economic Change and Restructuring, Springer, vol. 56(5), pages 2965-2991, October.
  42. repec:ipg:wpaper:2014-455 is not listed on IDEAS
  43. Shanglei Chai & Zixuan Zhang & Zhen Zhang, 2025. "Carbon price prediction for China's ETS pilots using variational mode decomposition and optimized extreme learning machine," Annals of Operations Research, Springer, vol. 345(2), pages 809-830, February.
  44. repec:ipg:wpaper:2014-495 is not listed on IDEAS
  45. Guoqiang Sun & Tong Chen & Zhinong Wei & Yonghui Sun & Haixiang Zang & Sheng Chen, 2016. "A Carbon Price Forecasting Model Based on Variational Mode Decomposition and Spiking Neural Networks," Energies, MDPI, vol. 9(1), pages 1-16, January.
  46. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  47. Chen, Linfei & Zhao, Xuefeng, 2024. "A multiscale and multivariable differentiated learning for carbon price forecasting," Energy Economics, Elsevier, vol. 131(C).
  48. repec:ipg:wpaper:2014-481 is not listed on IDEAS
  49. Zhou, Feite & Huang, Zhehao & Zhang, Changhong, 2022. "Carbon price forecasting based on CEEMDAN and LSTM," Applied Energy, Elsevier, vol. 311(C).
  50. Bangzhu Zhu & Ping Wang & Julien Chevallier & Yi‐Ming Wei, 2023. "Enriching the value‐at‐risk framework to ensemble empirical mode decomposition with an application to the European carbon market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2975-2988, July.
  51. repec:ipg:wpaper:2014-502 is not listed on IDEAS
  52. repec:ipg:wpaper:2014-552 is not listed on IDEAS
  53. Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
  54. repec:ipg:wpaper:2014-456 is not listed on IDEAS
  55. Yongrok Choi & Yunning Ma & Yu Zhao & Hyoungsuk Lee, 2023. "Inequality in Fossil Fuel Power Plants in China: A Perspective of Efficiency and Abatement Cost," Sustainability, MDPI, vol. 15(5), pages 1-15, March.
  56. Ramón Egea Pérez & Mónica Cortés-Molina & Francisco J. Navarro-González, 2021. "Analysis of Rainfall Time Series with Application to Calculation of Return Periods," Sustainability, MDPI, vol. 13(14), pages 1-18, July.
  57. Zhehao Huang & Benhuan Nie & Yuqiao Lan & Changhong Zhang, 2025. "A Decomposition-Integration Framework of Carbon Price Forecasting Based on Econometrics and Machine Learning Methods," Mathematics, MDPI, vol. 13(3), pages 1-31, January.
  58. repec:ipg:wpaper:2014-582 is not listed on IDEAS
  59. repec:ipg:wpaper:2014-469 is not listed on IDEAS
  60. repec:ipg:wpaper:2014-549 is not listed on IDEAS
  61. Jamal Bouoiyour & Refk Selmi & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2015. "What Determines Bitcoin’s Value?," Working Papers hal-01880330, HAL.
  62. Liu, Shuihan & Li, Mingchen & Yang, Kun & Wei, Yunjie & Wang, Shouyang, 2025. "From forecasting to trading: A multimodal-data-driven approach to reversing carbon market losses," Energy Economics, Elsevier, vol. 144(C).
  63. Chang-Jing Ji & Xiao-Yi Li & Yu-Jie Hu & Xiang-Yu Wang & Bao-Jun Tang, 2019. "Research on carbon price in emissions trading scheme: a bibliometric analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 99(3), pages 1381-1396, December.
  64. repec:ipg:wpaper:2014-486 is not listed on IDEAS
  65. Liu, Shuihan & Xie, Gang & Wang, Zhengzhong & Wang, Shouyang, 2024. "A secondary decomposition-ensemble framework for interval carbon price forecasting," Applied Energy, Elsevier, vol. 359(C).
  66. repec:ipg:wpaper:2014-523 is not listed on IDEAS
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.