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 / full work available at URL: https://doi.org/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: 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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Latest revision as of 20:26, 17 December 2024

scientific article
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Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
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    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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