Empirical Research on the effectiveness of national pilot carbon trading market based on carbon price time series

Ning Ruoyu; Liu Yisheng

doi:10.1051/e3sconf/202123301096

All issues

Volume 233 (2021)

E3S Web Conf., 233 (2021) 01096

References

Open Access

Issue		E3S Web Conf. Volume 233, 2021 2020 2^nd International Academic Exchange Conference on Science and Technology Innovation (IAECST 2020)


Article Number		01096
Number of page(s)		4
Section		NESEE2020-New Energy Science and Environmental Engineering
DOI		https://doi.org/10.1051/e3sconf/202123301096
Published online		27 January 2021

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[1] ROBERT J S. From Efficient Markets Theory to Behavioral Finance[J]. Journal of Economic Perspectives,2003,17(1):17-31. [Google Scholar]

[2] FERRAZ M S A,KIHARA A H. Hurst entropy: A method to determine predictability in a binary series based on a fractal-related process.[J]. Physical review. E,2019,99(6-1):28-34. [Google Scholar]

[3] ALBERT B,PIERREP B,SERGE C,JACQUES I. Identification of the Hurst Index of a Step Fractional Brownian Motion[J]. Statistical Inference for Stochastic Processes,2000,3(1-2):45-54. [Google Scholar]

[4] FISHER B,JOAN G,SMALL S,et al. Statistical Science. 1987, 2 (1): 45–52. [CrossRef] [Google Scholar]

[5] ANOOP S K,BANDI K. Fractal market hypothesis: evidence for nine Asian forex markets[J]. Indian Economic Review,2017,52(1-2):167-181. [Google Scholar]

[6] JEONG K R. On the efficiency of racetrack betting market: a new test for the favourite-longshot bias[J]. Applied Economics,2019,51(54):256-264. [Google Scholar]