UK Carbon Price Dynamics: Long-Memory Effects and AI-Based Forecasting

UK Carbon Price Dynamics: Long-Memory Effects and AI-Based Forecasting

This study examines the price dynamics of the UK Emission Trading Scheme (UK ETS) by integrating advanced computational methods, including deep learning and statistical modelling, to analyze and simulate carbon market behaviour. By analyzing long-memory effects and price volatility, it assesses whet...

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Bibliographic Details
Main Authors: Zeno Dinca, Camelia Oprean-Stan, Daniel Balsalobre-Lorente
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Fractal and Fractional
Subjects:
carbon allowance pricing
efficient market hypothesis
long-term dependencies
fractional Brownian motion (fBm)
deep learning models
generative adversarial networks (GANs)
Online Access:https://www.mdpi.com/2504-3110/9/6/350
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