Pricing and Forecasting Carbon Markets
Pricing and Forecasting Carbon Markets
Models and Empirical Analyses
Zhu, Bangzhu; Chevallier, Julien
Springer International Publishing AG
07/2018
168
Mole
Inglês
9783319862095
15 a 20 dias
454
Descrição não disponível.
Chapter 1. (Introduction) On the forecasting ability of carbon prices.- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets.- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market.- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis.- Chapter 5. Zipf analysis for analyzing speculators' behavior on the carbon market.- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting.- Chapter 7. Hybrid models for carbon price forecasting.- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization.- Chapter 9. Multiscale prediction models for carbon prices.- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing.
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EU ETS;Carbon Pricing;Forecasting;Analytical models;Empirical analyses;Engineering Economics;Climate change management
Chapter 1. (Introduction) On the forecasting ability of carbon prices.- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets.- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market.- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis.- Chapter 5. Zipf analysis for analyzing speculators' behavior on the carbon market.- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting.- Chapter 7. Hybrid models for carbon price forecasting.- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization.- Chapter 9. Multiscale prediction models for carbon prices.- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.