Concepedia

Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier, Yi‐Ming Wei

Computational Economics · 2017 · 106 citations · 20 references

Concepts

ComputingBusiness EconomicsEconomicsMacroeconomicsMultiscale ModelingTime Series AnalysisFinancial Time Series AnalysisHigh-frequency Data AnalysisSpectral AnalysisSpectral Data ProcessingTime Series Feature ExtractionTime Series ForecastingEmpirical Mode DecompositionFrequency DecompositionHilbert SystemsHilbert-huang TransformMultiscale AnalysisTime Series Spectral AnalysisVolatility Decomposition

References

20

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

Computing, Computational Engineering, Biomedical Signal Processing +16

Journal of economic literature

J. Armstrong · International Journal of Forecasting · 1996 · 10K citations

Social Sciences, Business Economics, Economics +3

ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOISE-ASSISTED DATA ANALYSIS METHOD

Zhaohua Wu, Norden E. Huang · Advances in Adaptive Data Analysis · 2008 · 8.6K citations

Computing, Data Science, Biomedical Signal Processing +15

Event Studies in Economics and Finance

A. Craig MacKinlay · Journal of Economic Literature · 1997 · 4.5K citations

Business, Economics, Finance +11

Intervention Analysis with Applications to Economic and Environmental Problems

George E. P. Box, George C. Tiao · Journal of the American Statistical Association · 1975 · 2.3K citations

Social Sciences, Economics, Air Pollution +16