Carbon Price Analysis Using Empirical Mode Decomposition
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
ML can be used to analyze prices within cap-and-trade markets, for example by predicting prices via supervised learning or analyzing the main drivers of prices via hierarchical clustering.
“ML can be used to analyze prices within these markets, for example by predicting prices via supervised learning [769,834,890,892] or analyzing the main drivers of prices via hierarchical clustering [891].”
From Tackling climate change with machine learning (2023) · cites this paper as [891]
Cites
Huang, N. E., Shen, Z., Long, S. R., Wu, M. C., Shih, H. H., Zheng, Q., Yen, N.-C., Tung, C. C., & Liu, H. H. (1998) · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · doi:10.1098/rspa.1998.0193 · Cited by 23,707 · see citing works
A NEW VIEW OF NONLINEAR WATER WAVES: The Hilbert Spectrum
Huang, N. E., Shen, Z., & Long, S. R. (1999) · Annual Review of Fluid Mechanics · doi:10.1146/annurev.fluid.31.1.417 · Cited by 2,124 · see citing works
On empirical mode decomposition and its algorithms
Rilling, G., Flandrin, P., & Gonçalvès, P. (2003) · Cited by 1,402 · see citing works
Price drivers and structural breaks in European carbon prices 2005–2007
Alberola, É., Chevallier, J., & Chèze, B. (2008) · Energy Policy · doi:10.1016/j.enpol.2007.10.029 · Cited by 744 · see citing works
Self-citationApplications of Hilbert–Huang transform to non‐stationary financial time series analysis
Huang, N. E., Wu, M. C., Qu, W., Long, S. R., & Shen, S. S. P. (2003) · Applied Stochastic Models in Business and Industry · doi:10.1002/asmb.501 · Cited by 509 · see citing works
CO2 Prices, Energy and Weather
Mansanet-Bataller, M., Pardo, A., & Valor, E. (2007) · The Energy Journal · doi:10.5547/issn0195-6574-ej-vol28-no3-5 · Cited by 472 · see citing works
A new approach for crude oil price analysis based on Empirical Mode Decomposition
Zhang, X., Lai, K. K., & Wang, S. (2007) · Energy Economics · doi:10.1016/j.eneco.2007.02.012 · Cited by 444 · see citing works
Allowance price drivers in the first phase of the EU ETS
Hintermann, B. (2010) · Journal of Environmental Economics and Management · doi:10.1016/j.jeem.2009.07.002 · Cited by 441 · see citing works
An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect
Zhang, Y., & Wei, Y. (2010) · Applied Energy · doi:10.1016/j.apenergy.2009.12.019 · Cited by 433 · see citing works
Self-citationZhu, B., & Wei, Y. (2012) · Omega · doi:10.1016/j.omega.2012.06.005 · Cited by 377 · see citing works
Self-citationDynamic behavior of CO2 spot prices
Seifert, J., Uhrig‐Homburg, M., & Wagner, M. (2008) · Journal of Environmental Economics and Management · doi:10.1016/j.jeem.2008.03.003 · Cited by 360 · see citing works
Carbon price drivers: Phase I versus Phase II equilibrium?
Creti, A., Jouvet, P.-A., & Mignon, V. (2012) · Energy Economics · doi:10.1016/j.eneco.2011.11.001 · Cited by 330 · see citing works
Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals
Aatola, P., Ollikainen, M., & Toppinen, A. (2012) · Energy Economics · doi:10.1016/j.eneco.2012.09.009 · Cited by 294 · see citing works
Keppler, J. H., & Mansanet-Bataller, M. (2010) · Energy Policy · doi:10.1016/j.enpol.2010.02.004 · Cited by 229 · see citing works
Carbon price volatility: Evidence from EU ETS
Feng, Z.-H., Zou, L., & Wei, Y. (2010) · Applied Energy · doi:10.1016/j.apenergy.2010.06.017 · Cited by 220 · see citing works
Self-citationAn emerging equilibrium in the EU emissions trading scheme
Bredın, D., & Muckley, C. B. (2010) · Energy Economics · doi:10.1016/j.eneco.2010.06.009 · Cited by 176 · see citing works
Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
Lutz, B. J., Pigorsch, U., & Rotfuß, W. (2013) · Energy Economics · doi:10.1016/j.eneco.2013.05.022 · Cited by 169 · see citing works
Carbon trading thickness and market efficiency
Montagnoli, A., & de Vries, F. P. (2010) · Energy Economics · doi:10.1016/j.eneco.2010.04.001 · Cited by 167 · see citing works
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Conrad, C. A., Rittler, D., & Rotfuß, W. (2011) · Energy Economics · doi:10.1016/j.eneco.2011.02.011 · Cited by 167 · see citing works
Minimum spanning tree based split-and-merge: A hierarchical clustering method
Zhong, C., Miao, D., & Fränti, P. (2011) · Information Sciences · doi:10.1016/j.ins.2011.04.013 · Cited by 123 · see citing works
Zhu, B. (2012) · Energies · doi:10.3390/en5020355 · Cited by 118 · see citing works
Self-citationCarbon price volatility: Evidence from EU ETSPreprint
Feng, Z., Zou, L., & Wei, Y. (n.d.) · RePEc: Research Papers in Economics · Cited by 108 · see citing works
Self-citationNonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS
Arouri, M. E. H., Jawadi, F., & Nguyen, D. K. (2012) · Economic Modelling · doi:10.1016/j.econmod.2011.11.003 · Cited by 103 · see citing works
Chevallier, J., Ielpo, F., & Mercier, L. (2008) · Energy Policy · doi:10.1016/j.enpol.2008.07.030 · Cited by 95 · see citing works
Self-citationTrend filtering via empirical mode decompositions
Moghtaderi, A., Flandrin, P., & Borgnat, P. (2011) · Computational Statistics & Data Analysis · doi:10.1016/j.csda.2011.05.015 · Cited by 94 · see citing works
CO2 Prices, Energy and WeatherPreprint
Bataller, M. M., Tornero, Á. P., & Valor, E. (2006) · SSRN Electronic Journal · doi:10.2139/ssrn.913964 · Cited by 85 · see citing works
A multiscale neural network learning paradigm for financial crisis forecasting
Yu, L., Wang, S., Lai, K. K., & Wen, F. (2009) · Neurocomputing · doi:10.1016/j.neucom.2008.11.035 · Cited by 75 · see citing works
Crossland, J., Li, B., & Roca, E. (2013) · Applied Energy · doi:10.1016/j.apenergy.2013.03.079 · Cited by 66 · see citing works
Modelling risk premia in CO2 allowances spot and futures prices
Chevallier, J. (2010) · Economic Modelling · doi:10.1016/j.econmod.2010.01.012 · Cited by 41 · see citing works
Self-citationWavelet packet transforms analysis applied to carbon prices
Chevallier, J. (2011) · RePEc: Research Papers in Economics · Cited by 7 · see citing works
Self-citation
Flagged first, then by citations
Cited by
Sorted by citations
A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting
Zhu, B., Ye, S., Wang, P., He, K., Zhang, T., & Wei, Y.-M. (2018) · Energy Economics · doi:10.1016/j.eneco.2017.12.030 · Cited by 236 · see citing works
Self-citationTackling climate change with machine learning
Rolnick, D., Donti, P. L., Kaack, L. H., Kochanski, K., Lacoste, A., Sankaran, K., Ross, A. S., Milojevic-Dupont, N., Jaques, N., Waldman-Brown, A., et al. (2023) · ACM Computing Surveys · doi:10.1145/3485128 · Cited by 336 · see citing works
- Authors
- Zhu, B., Wang, P., Chevallier, J., & Wei, Y.
- Affiliations
- Beijing Institute of Technology (CN)
- Wuyi University (CN)
- IPAG Business School (FR)
- Corresponding author
- Chevallier, Julien
- ORCID
- Chevallier, Julien
- Venue
- Computational Economics
- Published
- 2013-12-10
- Volume
- 45
- Issue
- 2
- Pages
- 195-206
- ISSN
- 0927-7099 (ISSN-L)
- 1572-9974
- OpenAlex
- W2038096333
- Cited by
- 132
- References
- 30
- Citations by year
- 2026: 7 · 2025: 16 · 2024: 14 · 2023: 14 · 2022: 14 · 2021: 14 · 2020: 10 · 2019: 6 · 2018: 15 · 2017: 4 · 2016: 8 · 2015: 4 · 2014: 5
- FWCI
- 13.30
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.springer.com/tdm (tdm)
- Locations
- Computational Economics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Funders
- European Commission
- National Natural Science Foundation of China
- Natural Science Foundation of Guangdong Province
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Complex Systems and Time Series Analysis
- Keywords
- carbon price, empirical mode decomposition, intrinsic mode functions, EU Emissions Trading System, emissions trading, carbon price forecasting, nonlinear nonstationary time series, hierarchical clustering, market fluctuations, long-term trends
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
