Work

Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

Year: 2017

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-017-9664-x

Authors: Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier, Yi-Ming Wei

Institutions: Jinan University, Hunan University, IPAG Business School, Beijing Institute of Technology

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 基于多尺度分析的国际碳市场价格预测方法研究, G6285666147, 多尺度视角下的碳市场价格驱动机制与预警策略研究

OpenAlex ID: W2591365342

FWCI: 18.21

Cites: 22

Cited by: 107

Related to: 10