Ying-Nan Cong

Deep learning approaches for high-frequency carbon futures price forecasting: A comparative analysis of recurrent, attention-based, convolutional, and hybrid models

Carbon markets have expanded rapidly in recent years as part of climate change mitigation efforts. Accurate forecasting of the European Union Emissions Trading System (EU-ETS) futures prices holds significant value for companies, investors, and policymakers, who rely on these forecasts for risk management and strategic...