Can low-carbon value bring high returns? Novel quantitative trading from portfolio-of-investment targets in a new-energy market
Release time:2023-02-13
Hits:
- Impact Factor:
- 4.444
- Journal:
- Economic Analysis and Policy
- Funded by:
- 国家自然科学基金项目
- Key Words:
- Quantitative trading; Variational mode decomposition (VMD); New energy; Low carbon
- Co-author:
- 陆凯,阮莹琳,王林,Sung-Byung Yang
- Indexed by:
- 期刊论文
- Correspondence Author:
- 刘汕
- Issue:
- 2022
- Page Number:
- 755-769
- Translation or Not:
- no
- Date of Publication:
- 2022-10-07