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What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Wang, Xin ; Jia, Jun-Jun ; Xu, Jin-Hua.
In: Energy Policy.
RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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  3. Dynamic equilibrium with randomly entering and exiting firms of different types. (2025). Deschamps, Marc ; Biard, Romain ; Palao, Fernando ; Mansanet-Bataller, Maria ; Pardo, Ngel ; Bernhard, Pierre.
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  5. How does climate policy uncertainty affect the carbon market?. (2024). Wang, Yan ; Wei, Shenkai ; Tao, Ran ; Su, Chi Wei.
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  6. Global spillovers of US climate policy risk: Evidence from EU carbon emissions futures. (2024). Lindequist, David ; Fields, Micah.
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  12. Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Chen, Zhonglu ; Zhang, LI ; Weng, Chen.
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  15. Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian ; Ma, Feng.
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    RePEc:hal:cesptp:halshs-01484117.

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  14. Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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  15. Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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  16. Multiple bubbles in the European Union Emission Trading Scheme. (2017). Joëts, Marc ; Joets, Marc ; Creti, Anna.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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  17. What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Wang, Xin ; Jia, Jun-Jun ; Xu, Jin-Hua.
    In: Energy Policy.
    RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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  18. Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing. (2017). Quirion, Philippe ; Chevallier, Julien ; Frederic, Philippe Quirion .
    In: The Energy Journal.
    RePEc:aen:journl:ej37-3-branger.

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  19. Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie. (2015). SADEFO KAMDEM, Jules ; nsouadi, Clarda ; Terraza, Michel.
    In: Working Papers.
    RePEc:lam:wpaper:15-08.

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  20. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-daskalakis.

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  21. Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Scheme. (2014). Roca, Eduardo ; Akimov, Alexandr.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:39:y:2014:i:1:p:73-91.

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  22. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:03/2014.

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  23. Dynamics of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:02/2014.

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  24. Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone. (2013). SADEFO KAMDEM, Jules ; Nsouadi, Clarda ; Terraza, Michel.
    In: Working Papers.
    RePEc:lam:wpaper:13-12.

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  25. Forecasting the European carbon market. (2013). Koop, Gary.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:176:y:2013:i:3:p:723-741.

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  26. Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models. (2012). Chevallier, Julien.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:32:p:4257-4274.

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  27. Cointegration between carbon spot and futures prices: from linear to nonlinear modeling. (2012). Chevallier, Julien.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00808.

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  28. Banking of Surplus Emissions Allowances: Does the Volume Matter?. (2012). Vasa, Alexander ; Neuhoff, Karsten ; Boyd, Rodney ; Stelmakh, Kateryna ; Schopp, Anne.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1196.

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  29. Cointegration between carbon spot and futures prices : from linear to nonlinear modeling. (2012). Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7936.

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  30. Why should support schemes for renewable electricity complement the EU emissions trading scheme?. (2011). Lehmann, Paul ; Gawel, Erik.
    In: UFZ Discussion Papers.
    RePEc:zbw:ufzdps:52011.

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  31. Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models. (2011). Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:hal-00716634.

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  32. Cost pass-through of the EU emissions allowances: Examining the European petroleum markets. (2011). Alexeeva-Talebi, Victoria.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:s1:p:s75-s83.

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  33. Nonparametric modeling of carbon prices. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1267-1282.

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  34. Testing the martingale difference hypothesis in CO2 emission allowances. (2011). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:27-35.

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  35. Forecasting the European Carbon Market. (2011). Koop, Gary.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:261.

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  36. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Chevallier, Julien ; Sevi, Benoit.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/4598.

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  37. Options introduction and volatility in the EU ETS. (2011). Sévi, Benoît ; LE PEN, Yannick ; Chevallier, Julien.
    In: Working Papers.
    RePEc:cec:wpaper:1107.

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  38. Modelling the convenience yield in carbon prices using daily and realized measures. (2010). Chevallier, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00463921.

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  39. Price relationships in the EU emissions trading system. (2010). Chevallier, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00458728.

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  40. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. (2010). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00473727.

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  41. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:717-729.

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  42. A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00717.

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  43. A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/4237.

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  44. Options Introduction and Volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00405709.

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  45. The EU ETS: CO2 prices drivers during the learning experience (2005-2007). (2009). Chèze, Benoît ; Chevallier, Julien ; Alberola, Emilie ; Cheze, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00389916.

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  46. Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model. (2009). Chevallier, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00388207.

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  47. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00387286.

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  48. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00419339.

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  49. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:fem:femwpa:2009.113.

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  50. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2009-33.

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