Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach
By Lean Yu, Jingjing Li, Ling Tang, Shuai Wang. 2015
168 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/7164f0b6633108cfb7aed0ab25b61c1aadc5f83c
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In Economics and Econometrics
In Renewable Energy, Sustainability and the Environment
Citations in the corpus
- Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression (2017, methodology): “Consequently, 25 Inspired by Tang et al. (2012)[18], Guo et al. (2012)[28], Zhu and Wei,(2013)[10] and Yu et al. (2015)[39], two single 26 models (LSSVR and ARIMA), a hybrid ARIMA+LSSVR model, and four multiscale forecasting models (EMD–27 ARIMA–IMF1–ADD, EMD–ARIMA–ADD, EMD–LSSVR–IMF1–ADD and…”
- The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, unknown): “…development and advances in the market design over phases, Phase III is characterized by a more mature market environment with more enhanced informational efficiency and higher market liquidity compared to previous phases (Chung and Hrazdil, 2010; Mizrach and Otsubo, 2014; Yu et al., 2015b).”