Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach
Crossref DOI link: https://doi.org/10.1007/s10479-018-2982-0
Published Online: 2018-07-24
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhu, Bangzhu
Ye, Shunxin
He, Kaijian
Chevallier, Julien
Xie, Rui
Funding for this research was provided by:
National Natural Science Foundation of China (71201010, 71303174, 71473180)
Text and Data Mining valid from 2018-07-24
Article History
First Online: 24 July 2018