FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3158501613> ?p ?o ?g. }

• W3158501613 endingPage "1005" @default.
• W3158501613 startingPage "1005" @default.
• W3158501613 abstract "This paper presents trend prediction results based on backtesting of the European Union Emissions Trading Scheme futures market. This is based on the Intercontinental Exchange from 2005 to 2019. An alternative trend prediction strategy is taken that is predicated on an application of the Fractal Market Hypothesis (FMH) in order to develop an indicator that is predictive of short term future behaviour. To achieve this, we consider that a change in the polarity of the Lyapunov-to-Volatility Ratio precedes an associated change in the trend of the European Union Allowances (EUAs) price signal. The application of the FMH in this case is demonstrated to provide a useful tool in order to assess the likelihood of the market becoming bear or bull dominant, thereby helping to inform carbon trading investment decisions. Under specific conditions, Evolutionary Computing methods are utilised in order to optimise specific trading execution points within a trend and improve the potential profitability of trading returns. Although the approach may well be of value for general energy commodity futures trading (and indeed the wider financial and commodity derivative markets), this paper presents the application of an investment indicator for EUA carbon futures risk modelling and investment trend analysis only." @default.
• W3158501613 created "2021-05-10" @default.
• W3158501613 creator A5009733560 @default.
• W3158501613 creator A5019970245 @default.
• W3158501613 creator A5074309651 @default.
• W3158501613 date "2021-04-29" @default.
• W3158501613 modified "2023-09-30" @default.
• W3158501613 title "Carbon Futures Trading and Short-Term Price Prediction: An Analysis Using the Fractal Market Hypothesis and Evolutionary Computing" @default.
• W3158501613 cites W1979575715 @default.
• W3158501613 cites W1979769287 @default.
• W3158501613 cites W1991722891 @default.
• W3158501613 cites W2030765885 @default.
• W3158501613 cites W2031336311 @default.
• W3158501613 cites W2043347746 @default.
• W3158501613 cites W2054674045 @default.
• W3158501613 cites W2056251061 @default.
• W3158501613 cites W2073522825 @default.
• W3158501613 cites W2090268625 @default.
• W3158501613 cites W2090637028 @default.
• W3158501613 cites W2093230975 @default.
• W3158501613 cites W2097736597 @default.
• W3158501613 cites W2151462549 @default.
• W3158501613 cites W2151767444 @default.
• W3158501613 cites W2155482907 @default.
• W3158501613 cites W2166469639 @default.
• W3158501613 cites W2170831719 @default.
• W3158501613 cites W2341760625 @default.
• W3158501613 cites W2985571518 @default.
• W3158501613 cites W3122209442 @default.
• W3158501613 cites W3125246470 @default.
• W3158501613 cites W3125368651 @default.
• W3158501613 cites W4244578651 @default.
• W3158501613 cites W4246587917 @default.
• W3158501613 cites W4252684946 @default.
• W3158501613 doi "https://doi.org/10.3390/math9091005" @default.
• W3158501613 hasPublicationYear "2021" @default.
• W3158501613 type Work @default.
• W3158501613 sameAs 3158501613 @default.
• W3158501613 citedByCount "9" @default.
• W3158501613 countsByYear W31585016132021 @default.
• W3158501613 countsByYear W31585016132022 @default.
• W3158501613 countsByYear W31585016132023 @default.
• W3158501613 crossrefType "journal-article" @default.
• W3158501613 hasAuthorship W3158501613A5009733560 @default.
• W3158501613 hasAuthorship W3158501613A5019970245 @default.
• W3158501613 hasAuthorship W3158501613A5074309651 @default.
• W3158501613 hasBestOaLocation W31585016131 @default.
• W3158501613 hasConcept C10138342 @default.
• W3158501613 hasConcept C103144560 @default.
• W3158501613 hasConcept C106159729 @default.
• W3158501613 hasConcept C106306483 @default.
• W3158501613 hasConcept C117245426 @default.
• W3158501613 hasConcept C129361004 @default.
• W3158501613 hasConcept C131562839 @default.
• W3158501613 hasConcept C132651083 @default.
• W3158501613 hasConcept C149782125 @default.
• W3158501613 hasConcept C162324750 @default.
• W3158501613 hasConcept C17744445 @default.
• W3158501613 hasConcept C182306322 @default.
• W3158501613 hasConcept C183582576 @default.
• W3158501613 hasConcept C18547055 @default.
• W3158501613 hasConcept C18903297 @default.
• W3158501613 hasConcept C199539241 @default.
• W3158501613 hasConcept C27548731 @default.
• W3158501613 hasConcept C2776667075 @default.
• W3158501613 hasConcept C2779200991 @default.
• W3158501613 hasConcept C2910001868 @default.
• W3158501613 hasConcept C556758197 @default.
• W3158501613 hasConcept C78508483 @default.
• W3158501613 hasConcept C86803240 @default.
• W3158501613 hasConcept C91602232 @default.
• W3158501613 hasConcept C94625758 @default.
• W3158501613 hasConceptScore W3158501613C10138342 @default.
• W3158501613 hasConceptScore W3158501613C103144560 @default.
• W3158501613 hasConceptScore W3158501613C106159729 @default.
• W3158501613 hasConceptScore W3158501613C106306483 @default.
• W3158501613 hasConceptScore W3158501613C117245426 @default.
• W3158501613 hasConceptScore W3158501613C129361004 @default.
• W3158501613 hasConceptScore W3158501613C131562839 @default.
• W3158501613 hasConceptScore W3158501613C132651083 @default.
• W3158501613 hasConceptScore W3158501613C149782125 @default.
• W3158501613 hasConceptScore W3158501613C162324750 @default.
• W3158501613 hasConceptScore W3158501613C17744445 @default.
• W3158501613 hasConceptScore W3158501613C182306322 @default.
• W3158501613 hasConceptScore W3158501613C183582576 @default.
• W3158501613 hasConceptScore W3158501613C18547055 @default.
• W3158501613 hasConceptScore W3158501613C18903297 @default.
• W3158501613 hasConceptScore W3158501613C199539241 @default.
• W3158501613 hasConceptScore W3158501613C27548731 @default.
• W3158501613 hasConceptScore W3158501613C2776667075 @default.
• W3158501613 hasConceptScore W3158501613C2779200991 @default.
• W3158501613 hasConceptScore W3158501613C2910001868 @default.
• W3158501613 hasConceptScore W3158501613C556758197 @default.
• W3158501613 hasConceptScore W3158501613C78508483 @default.
• W3158501613 hasConceptScore W3158501613C86803240 @default.
• W3158501613 hasConceptScore W3158501613C91602232 @default.
• W3158501613 hasConceptScore W3158501613C94625758 @default.
• W3158501613 hasIssue "9" @default.

• next