Forecasting Carbon Dioxide Price Using a Time-Varying High-Order Moment Hybrid Model of NAGARCHSK and Gated Recurrent Unit Network
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Cited by:
- Huang, Wenyang & Wang, Huiwen & Wei, Yigang, 2023. "Identifying the determinants of European carbon allowances prices: A novel robust partial least squares method for open-high-low-close data," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Peng Ye & Yong Li & Abu Bakkar Siddik, 2023. "Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm," Energies, MDPI, vol. 16(11), pages 1-39, June.
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Keywords
carbon price forecasting; time-varying; high-order moment; NAGARCHSK; gate recurrent unit network;All these keywords.
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