Pricing and Forecasting Carbon Markets

Chapter 1. (Introduction) On the forecasting ability of carbon prices.- Chapter 2. Analytical tools for determining equilibrium values and crises detection in carbon markets.- Chapter 3. Iterative cumulative sums of squares algorithm and event study models applied to the carbon market.- Chapter 4. Empirical Mode Decomposition techniques for carbon price analysis.- Chapter 5. Zipf analysis for analyzing speculators' behavior on the carbon market.- Chapter 6. Linear and non-linear combinatory models for carbon price forecasting.- Chapter 7. Hybrid models for carbon price forecasting.- Chapter 8. Improving carbon price forecasting accuracy by resorting to combinatorial optimization.- Chapter 9. Multiscale prediction models for carbon prices.- Chapter 10. Ensemble learning paradigm with kernel function prototype for carbon pricing.

Dr. Bangzhu Zhu is a Professor of Management Science & Engineering at Jinan University, Guangzhou, China. His research interest includes energy and carbon markets, energy economy and climate policy, and big data mining. Dr. Zhu received his postdoctor, Ph.D. and M.Sc. in Management Science & Engineering respectively from the Beijing Institute of Technology in 2012, Beijing University of Aeronautics and Astronautics in 2008, and Guilin University of Electronic Technology in 2004, and his Bachelor of Engineering in Industry Engineering from the Zhengzhou Institute of Aeronautical Industry Management in 1999. Dr. Zhu has a visiting research position at the Beijing Jiaotong University.


Dr. Zhu has published articles in leading refereed journals, including the Omega, Ecological Economics and Journal of Forecasting. He also won respectively the Guangdong Young Zhujiang Scholar, Natural ScienceFoundation for Distinguished Young Talents of Guangdong, 1000-100-10 talent project and outstanding young teacher project of Guangdong, China in 2016, 2014, 2012 and 2014.




Dr. Julien Chevallier is a Tenured Associate Professor of Economics (Professeur des Universités) and Director of the MSc Money, Banking, Finance & Insurance. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. Dr. Chevallier received his Ph.D. in Economics from the University Paris West in 2008, and his M.Sc. in Economics from the London School of Economics in 2005. Dr. Chevallier has previously held visiting research positions at the Imperial College Business School (London), at the Centre for Economic Performance (London School of Economics), at Georgetown University, and at the World Bank (Washington DC). Dr. Chevallier is the author of the book Econometric Analysis of Carbon Markets (Springer), as wellas the co-author of the book The Economics of Commodity