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Carbon price analysis using empirical mode decomposition

Author

Listed:
  • Bangzhu Zhu
  • Ping Wang
  • Julien Chevallier
  • Yiming Wei

Abstract

Mastering the underlying characteristics of carbon price changes can help governments formulate correct policies to keep efficient operation of carbon markets, and investors take effective measures to evade their investment risks. Empirical mode decomposi

Suggested Citation

  • Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei, 2014. "Carbon price analysis using empirical mode decomposition," Working Papers 2014-156, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-156
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    References listed on IDEAS

    as
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    9. Arouri, Mohamed El Hédi & Jawadi, Fredj & Nguyen, Duc Khuong, 2012. "Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS," Economic Modelling, Elsevier, vol. 29(3), pages 884-892.
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    Keywords

    Carbon Price; Empirical Mode Decomposition; Multiscale Analysis; Forecasting; EU ETS;
    All these keywords.

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