Publication | Closed Access

Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach

EconomicsCarbon Emission TradingEngineeringAsset PricingEuropean Carbon MarketFinancial Risk ManagementRisk ApproachCarbon PricingRisk ManagementRisk MetricBusinessEconometricsRisk Analysis (Business)Risk AnalysisStatisticsFinance