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Pricing and Forecasting Carbon Markets
ISBN-13:
9783319576183
Veröffentl:
2017
Seiten:
168
Autor:
Bangzhu Zhu
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
This book applies the multidisciplinary approaches of econometrics, statistics, finance and artificial intelligence for pricing and forecasting the carbon market in the context of managerial issues. It explores the related issues of pricing and forecasting the carbon market using theoretical models and empirical analyses, demonstrating how the carbon market, as a policy-based artificial market, is complex and influenced by both the market mechanisms and the external heterogeneous environments.
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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