Retraction
本文是一则撤稿通知，因出版方错误导致重复发表，撤回一篇关于欧洲碳市场风险价值框架的论文，并给出正确版本链接。
Retraction: Zhu, B., Wang, P., Chevallier, J., & Wei, Y.‐M. (2021). Enriching the value‐at‐risk framework to ensemble empirical mode decomposition with an application to the European carbon market. International Journal of Finance & Economics, 2023; 28: 2975–2988. https://doi.org/10.1002/ijfe.2578 The above article from the International Journal of Finance & Economics, published online on 21 September, 2021 in Wiley Online Library ( wileyonlinelibrary.com ), has been retracted by agreement between the journal's editor‐in‐chief, Keith Pilbeam, the authors, and John Wiley & Sons Ltd. This action has been agreed due to an error at the publishers which caused this duplicate of the article below to be published on 21 September, 2021. The correct version of the article is to be found at: Zhu, B, Wang, P, Chevallier, J, Wei, Y‐M, Xie, R. Enriching the VaR framework to EEMD with an application to the European carbon market. International Journal of Finance & Economics. 2018; 23: 315–328. https://doi.org/10.1002/ijfe.1618 .