{"id":"https://openalex.org/W4390292001","doi":"https://doi.org/10.1016/j.apenergy.2023.122515","title":"Leveraging machine learning to forecast carbon returns: Factors from energy markets","display_name":"Leveraging machine learning to forecast carbon returns: Factors from energy markets","publication_year":2023,"publication_date":"2023-12-27","ids":{"openalex":"https://openalex.org/W4390292001","doi":"https://doi.org/10.1016/j.apenergy.2023.122515"},"language":"en","primary_location":{"id":"doi:10.1016/j.apenergy.2023.122515","doi":"https://doi.org/10.1016/j.apenergy.2023.122515","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.apenergy.2023.122515","pdf_url":null,"source":{"id":"https://openalex.org/S109565702","display_name":"Applied Energy","issn_l":"0306-2619","issn":["0306-2619","1872-9118"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","ki-jl-1","norway-1","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Energy","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5089711585","display_name":"Yingying Xu","orcid":"https://orcid.org/0000-0001-8253-6930","observed_orcids":["https://orcid.org/0000-0001-8253-6930"]},"institutions":[{"id":"https://openalex.org/I82880672","display_name":"Beihang University","ror":"https://ror.org/00wk2mp56","country_code":"CN","type":"education","lineage":["https://openalex.org/I82880672"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yingying Xu","raw_affiliation_strings":["School of Humanities and Social Science (School of Public Administration), Beihang University, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Humanities and Social Science (School of Public Administration), Beihang University, Beijing, China","institution_ids":["https://openalex.org/I82880672"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101422609","display_name":"Yifan Dai","orcid":"https://orcid.org/0000-0002-2065-3768","observed_orcids":["https://orcid.org/0000-0002-2065-3768"]},"institutions":[{"id":"https://openalex.org/I205237279","display_name":"Nankai University","ror":"https://ror.org/01y1kjr75","country_code":"CN","type":"education","lineage":["https://openalex.org/I205237279"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yifan Dai","raw_affiliation_strings":["School of Finance, Nankai University, Tianjin, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Nankai University, Tianjin, China","institution_ids":["https://openalex.org/I205237279"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056011159","display_name":"Lingling Guo","orcid":"https://orcid.org/0000-0002-9875-3486","observed_orcids":["https://orcid.org/0000-0002-9875-3486"]},"institutions":[{"id":"https://openalex.org/I55712492","display_name":"Zhejiang University of Technology","ror":"https://ror.org/02djqfd08","country_code":"CN","type":"education","lineage":["https://openalex.org/I55712492"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Lingling Guo","raw_affiliation_strings":["Zhejiang University of Technology, Hangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zhejiang University of Technology, Hangzhou, China","institution_ids":["https://openalex.org/I55712492"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100373491","display_name":"Jingjing Chen","orcid":"https://orcid.org/0000-0003-1737-3420","observed_orcids":["https://orcid.org/0000-0003-1737-3420","https://orcid.org/0000-0003-3148-264X"]},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jingjing Chen","raw_affiliation_strings":["Fudan University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Fudan University, Shanghai, China","institution_ids":["https://openalex.org/I24943067"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5056011159","https://openalex.org/A5100373491"],"corresponding_institution_ids":["https://openalex.org/I24943067","https://openalex.org/I55712492"],"apc_list":{"value":4140,"currency":"USD","value_usd":4140},"apc_paid":null,"fwci":6.0667,"has_fulltext":false,"cited_by_count":33,"citation_normalized_percentile":{"value":0.9662991,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"357","issue":null,"first_page":"122515","last_page":"122515"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9541000127792358,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9541000127792358,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.030300000682473183,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0031999999191612005,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/carbon-price-forecasting","display_name":"carbon price forecasting","score":0.984000027179718},{"id":"https://openalex.org/keywords/carbon-trading-market","display_name":"carbon trading market","score":0.7120000123977661},{"id":"https://openalex.org/keywords/power-sector-emissions","display_name":"power sector emissions","score":0.5950000286102295},{"id":"https://openalex.org/keywords/random-forest","display_name":"random forest","score":0.8169999718666077},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":0.9829999804496765},{"id":"https://openalex.org/keywords/back-propagation-neural-network","display_name":"BP neural network","score":0.8309999704360962},{"id":"https://openalex.org/keywords/genetic-algorithm-optimization","display_name":"genetic algorithm optimization","score":0.7300000190734863},{"id":"https://openalex.org/keywords/crude-oil-returns","display_name":"crude oil returns","score":0.9290000200271606},{"id":"https://openalex.org/keywords/stock-market-performance","display_name":"stock market performance","score":0.902999997138977}],"concepts":[{"id":"https://openalex.org/C2779200991","wikidata":"https://www.wikidata.org/wiki/Q20681009","display_name":"Carbon price","level":3,"score":0.6481764912605286},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5814945697784424},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4773423969745636},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.455466091632843},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.44987809658050537},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.41880926489830017},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.4164718985557556},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34862956404685974},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3226304054260254},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2674967646598816},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.2526843249797821},{"id":"https://openalex.org/C47737302","wikidata":"https://www.wikidata.org/wiki/Q167336","display_name":"Greenhouse gas","level":2,"score":0.15154296159744263},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.apenergy.2023.122515","doi":"https://doi.org/10.1016/j.apenergy.2023.122515","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.apenergy.2023.122515","pdf_url":null,"source":{"id":"https://openalex.org/S109565702","display_name":"Applied Energy","issn_l":"0306-2619","issn":["0306-2619","1872-9118"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-3","ki-jl-1","norway-1","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Energy","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0306261923018792","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","score":1.0,"id":"https://metadata.un.org/sdg/13"}],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G6485540565","display_name":null,"funder_award_id":"72203019","funder_id":"https://openalex.org/F4320327720","funder_display_name":"Foundation for Innovative Research Groups of the National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320327720","display_name":"Foundation for Innovative Research Groups of the National Natural Science Foundation of China","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":80,"referenced_works":["https://openalex.org/W912318740","https://openalex.org/W1875028359","https://openalex.org/W1940768431","https://openalex.org/W1973250813","https://openalex.org/W1979373126","https://openalex.org/W1991722891","https://openalex.org/W1993016099","https://openalex.org/W1999996900","https://openalex.org/W2005598952","https://openalex.org/W2007825235","https://openalex.org/W2008621450","https://openalex.org/W2027971832","https://openalex.org/W2056251061","https://openalex.org/W2057297817","https://openalex.org/W2060629445","https://openalex.org/W2082998777","https://openalex.org/W2091391445","https://openalex.org/W2094771582","https://openalex.org/W2136871600","https://openalex.org/W2213305158","https://openalex.org/W2246322359","https://openalex.org/W2541644705","https://openalex.org/W2735111811","https://openalex.org/W2770138528","https://openalex.org/W2771020522","https://openalex.org/W2791018962","https://openalex.org/W2791473622","https://openalex.org/W2811176969","https://openalex.org/W2833425706","https://openalex.org/W2890147611","https://openalex.org/W2890866454","https://openalex.org/W2895060151","https://openalex.org/W2896597937","https://openalex.org/W2905186299","https://openalex.org/W2908061993","https://openalex.org/W2911964244","https://openalex.org/W2913219845","https://openalex.org/W2956661038","https://openalex.org/W2964012939","https://openalex.org/W2979028505","https://openalex.org/W2989940830","https://openalex.org/W2990569776","https://openalex.org/W2997627876","https://openalex.org/W3002644561","https://openalex.org/W3003244946","https://openalex.org/W3012235251","https://openalex.org/W3014222396","https://openalex.org/W3033235978","https://openalex.org/W3044282268","https://openalex.org/W3082130641","https://openalex.org/W3082897622","https://openalex.org/W3089355995","https://openalex.org/W3092432626","https://openalex.org/W3095603781","https://openalex.org/W3124355869","https://openalex.org/W3125560880","https://openalex.org/W3158972018","https://openalex.org/W3161127832","https://openalex.org/W3197654972","https://openalex.org/W3204298505","https://openalex.org/W4205443657","https://openalex.org/W4210457160","https://openalex.org/W4214731871","https://openalex.org/W4220798550","https://openalex.org/W4221072297","https://openalex.org/W4226112539","https://openalex.org/W4284992888","https://openalex.org/W4287448629","https://openalex.org/W4293334878","https://openalex.org/W4306778388","https://openalex.org/W4309326954","https://openalex.org/W4318475926","https://openalex.org/W4319160636","https://openalex.org/W4353081333","https://openalex.org/W4361256014","https://openalex.org/W4362508738","https://openalex.org/W4376155443","https://openalex.org/W4376651320","https://openalex.org/W4376958599","https://openalex.org/W4379981432"],"related_works":["https://openalex.org/W7117337446","https://openalex.org/W2990569776","https://openalex.org/W2909548510","https://openalex.org/W4380302432","https://openalex.org/W4403597149","https://openalex.org/W4414340735","https://openalex.org/W4411617906","https://openalex.org/W4403968891","https://openalex.org/W3202504921","https://openalex.org/W4415595864"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":9},{"year":2025,"cited_by_count":15},{"year":2024,"cited_by_count":9}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2023-12-28T00:00:00"}