Research Article
A Hybrid Forecasting Model for Nonstationary and Nonlinear Time Series in the Stochastic Process of CO2 Emission Trading Price Fluctuation
Table 5
The SVM parameters’ optimisation results.
| | Carbon prices | Best c | Best |
| | EUA spot | Low | 1 | 0.0055 | | R | 2.8284 | 0.0055 | | Up | 64 | 0.0442 |
| | EUA futures—DEC18 | Low | 2 | 0.0625 | | R | 1 | 0.0313 | | Up | 64 | 0.0625 |
| | EUA futures—DEC19 | Low | 1 | 0.0625 | | R | 4 | 0.0884 | | Up | 181 | 0.0039 |
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