A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network

A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network

Predicting the carbon price accurately can not only promote the sustainability of the carbon market and the price driving mechanism of carbon emissions, but can also help investors avoid market risks and increase returns. However, previous research has only focused on the low-order moment perspectiv...

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Bibliographic Details
Main Authors: Po Yun, Chen Zhang, Yaqi Wu, Xianzi Yang, Zulfiqar Ali Wagan
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Sustainability
Subjects:
co-skewness
co-kurtosis
higher-order moment
carbon price forecasting
multi-factor
multi-lstm
Online Access:https://www.mdpi.com/2071-1050/12/5/1869

Internet

https://www.mdpi.com/2071-1050/12/5/1869

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