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A hybrid model for carbon price forecastingusing GARCH and long short-term memory network

Yumeng Huang, Xingyu Dai, Qunwei Wang, Dequn Zhou

2021Applied Energy309 citationsDOI

Topics & Concepts

Carbon priceAutoregressive conditional heteroskedasticityEconometricsArtificial neural networkMode (computer interface)DecompositionSuperposition principleComputer scienceLong memorySeries (stratigraphy)EconomicsArtificial intelligenceMathematicsVolatility (finance)ChemistryGreenhouse gasMathematical analysisEcologyOperating systemOrganic chemistryBiologyPaleontologyEnergy, Environment, and Transportation PoliciesEnvironmental Impact and SustainabilityEnergy, Environment, Economic Growth
A hybrid model for carbon price forecastingusing GARCH and long short-term memory network | Litcius