Lizhu Tao

University of Warwick - Department of Statistics

Coventry CV4 7AL

United Kingdom

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Scholarly Papers (1)

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Carbon Price Forecasting: Which Driven Factors Can Help

Number of pages: 40 Posted: 30 Jul 2019
University of Southampton, University of Southampton - Southampton Business School, University of Warwick - Department of Statistics, University of Glasgow and Durham Business School
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Abstract:

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Carbon futures price prediction; Quantile group Lasso; Quantile group SCAD; Variable selection