Chaotic characteristic identification for carbon price and an multi-layer perceptron network prediction model

作者：

Highlights：

• Carbon prices are studied from the chaotic point of view.

• Carbon prices are found to be chaotic rather than stochastic.

• The multi-layer perceptron network model is based on reconstructed phase space.

• The MLP model possesses good performance in both level and directional measurement.

摘要

•Carbon prices are studied from the chaotic point of view.•Carbon prices are found to be chaotic rather than stochastic.•The multi-layer perceptron network model is based on reconstructed phase space.•The MLP model possesses good performance in both level and directional measurement.

论文关键词：EU ETS,Carbon futures price,Chaos analysis,Multi-layer perceptron network

论文评审过程：Available online 14 January 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.12.047