Po Yun

Forecasting carbon dioxide emission price using a novel mode decomposition machine learning hybrid model of CEEMDAN‐LSTM

Po Yun, Xiaodi Huang, Yaqi Wu et al. · Energy Science & Engineering · 2022 · 46 citations · Full text

Forecasting Methodology, Engineering, Machine Learning +13

Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence

Chen Zhang, Yang Yu, Po Yun · Finance research letters · 2018 · 19 citations

Economics, Carbon Markets, Carbon Emission Trading +11

Forecasting Carbon Dioxide Price Using a Time-Varying High-Order Moment Hybrid Model of NAGARCHSK and Gated Recurrent Unit Network

Po Yun, Chen Zhang, Yaqi Wu et al. · International Journal of Environmental Research and Public Health · 2022 · 16 citations · Full text

Forecasting Methodology, Volatility Modeling, Macroeconomic Forecasting +16

A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network

Po Yun, Chen Zhang, Yaqi Wu et al. · Sustainability · 2020 · 14 citations · Full text

Forecasting Methodology, Economic Forecasting, Engineering +14

Time–frequency analysis of the interaction mechanism between European carbon and crude oil markets

Yaqi Wu, Chen Zhang, Po Yun et al. · Energy & Environment · 2021 · 14 citations

Engineering, Commodity Market, Time Series Econometrics +21