Investigating the price determinants of the European Emission Trading System: a non-parametric approach
By Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli, Antonietta Mira
Rating
1569
Battle Count: 129
Relevance
8/10
Highly relevant for carbon market trading strategies and risk management
Implementation Complexity
6/10
Requires understanding of Information Imbalance and Gaussian Process regression, but code is provided
Reproducibility
4/5
Code and data available on GitHub, detailed methodology description provided
About this paper
Methodology: Information Imbalance. Problem types: Time Series Forecasting, Feature Selection.
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