Forecasting carbon market volatility with big data
Bangzhu Zhu, Chunzhuo Wan, Ping Wang, Julien Chevallier
Topics & Concepts
Volatility (finance)EconometricsComputer scienceBoosting (machine learning)Carbon priceLeverage effectAutoregressive conditional heteroskedasticityEconomicsArtificial intelligenceClimate changeBiologyEcologyEnergy Load and Power ForecastingGrey System Theory ApplicationsAtmospheric and Environmental Gas Dynamics