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Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.
Bangzhu Zhu
Shunxin Ye
Kaijian He
Julien Chevallier
Rui Xie
Published in:
Ann. Oper. Res. (2019)
Keyphrases
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risk management
risk evaluation
decision making
risk assessment
risk analysis
high risk
risk factors
non stationary
risk averse
financial crisis
risk neutral
multi agent
real time
early warning
portfolio management
risk aversion
black scholes
decision support system
risk measures
data sets