Forecasting the carbon price sequence in the Hubei emissions exchange using a hybrid model based on ensemble empirical mode decomposition
Abstract The prediction of carbon price is exceedingly essential for the regulators, investors, and participants of the carbon trading market. It is the basis for formulating market policies and improving risk management capabilities. China's carbon price series are nonlinear and nonstationary,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-08-01
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| Series: | Energy Science & Engineering |
| Subjects: | |
| Online Access: | https://doi.org/10.1002/ese3.703 |