Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (Q2288914): Difference between revisions
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| Property / DOI: 10.1007/s10479-018-2982-0 / rank | |||
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| Property / cites work: The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis / rank | |||
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| Property / cites work: Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance / rank | |||
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| Property / cites work: A Multivariate Exponentially Weighted Moving Average Control Chart / rank | |||
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| Property / cites work: An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting / rank | |||
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| Property / Wikidata QID: Q129468223 / rank | |||
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| Property / DOI: 10.1007/S10479-018-2982-0 / rank | |||
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Latest revision as of 20:26, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach |
scientific article |
Statements
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach (English)
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20 January 2020
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value-at-risk
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empirical mode decomposition
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European carbon market
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ARMA-EGARCH
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iterated cumulative sums of squares
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exponentially weighted moving average
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