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"Measuring the risk of European carbon market: an empirical mode ..."

Bangzhu Zhu et al. (2019)

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DOI: 10.1007/S10479-018-2982-0

access: closed

type: Journal Article

metadata version: 2020-11-05

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  - https://dblp.org/rec/journals/anor/ZhuYHCX19
Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie:
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Ann. Oper. Res. 281(1-2): 373-395 (2019)

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