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 / cites work: An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting / rank | |||
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Revision as of 11:46, 21 July 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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