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A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors. (2021). Popovici, Oana ; Bulai, Vlad-Cosmin ; Dumitrescu, Sofia Adriana ; Belascu, Lucian ; Horobet, Alexandra.
In: Energies.
RePEc:gam:jeners:v:14:y:2021:i:24:p:8424-:d:701935.

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  2. Dependence Structure among Carbon Markets around the World: New Evidence from GARCH-Copula Analysis. (2024). Mazza, Paolo ; Ansaram, Karishma.
    In: The Energy Journal.
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  3. How does carbon trading price matter for bank loans? Evidence from Chinese banking sector. (2024). Xu, Jing ; Zhang, Yueyuan ; Qi, Ming ; Li, Xue.
    In: Finance Research Letters.
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  4. Estimating the impact of green ESIF in Romania using input-output model. (2022). Popovici, Oana ; Strat, Vasile Alecsandru ; Davidescu, Adriana Anamaria.
    In: International Review of Financial Analysis.
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  5. An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union. (2022). Curea, Stefania Cristina ; Belascu, Lucian ; Mnohoghitnei, Irina ; Dumitrescu, Dan Gabriel ; Horobet, Alexandra.
    In: The AMFITEATRU ECONOMIC journal.
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    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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  18. Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Peng, Yu-Lu ; Ma, Chao-Qun ; Shen, BO.
    In: Energy Policy.
    RePEc:eee:enepol:v:100:y:2017:i:c:p:18-28.

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  19. Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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  20. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu.
    In: Applied Energy.
    RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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  21. An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms. (2017). Jia, Xiaoliang ; Liu, Xiaojia ; Wang, Lijun.
    In: Applied Energy.
    RePEc:eee:appene:v:185:y:2017:i:p2:p:1778-1787.

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  22. The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-li.

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  23. Pass-Through of CO2 Emission Costs to Hourly Electricity Prices in Germany. (2016). Hintermann, Beat.
    In: Journal of the Association of Environmental and Resource Economists.
    RePEc:ucp:jaerec:doi:10.1086/688486.

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  24. The New Zealand Emissions Trading Scheme de-link from Kyoto: impacts on banking and prices. (2016). Kerr, Suzi ; Ormsby, Judd.
    In: Working Papers.
    RePEc:mtu:wpaper:16_13.

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  25. Uncertainty and speculators in an auction for emissions permits. (2016). Haita-Falah, Corina.
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:49:y:2016:i:3:d:10.1007_s11149-016-9299-1.

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  26. Research on carbon emission trading mechanisms: current status and future possibilities. (2016). Zhang, Yue-Jun.
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:39:y:2016:i:1/2:p:89-107.

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  27. Explaining the Interplay of Three Markets: Green Certificates, Carbon Emissions and Electricity. (2016). Jaraite-Kažukauskė, Jūratė ; Schusser, Sandra.
    In: CERE Working Papers.
    RePEc:hhs:slucer:2016_010.

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  28. Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets. (2016). Kanamura, Takashi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:204-212.

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  29. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk. (2016). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172.

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  30. Pilot Analysis of the Behaviour of Companies Within the 3rd Trading Period of the EU ETS in the Czech Republic. (2015). Zimmermannova, Jarmila.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2015063062213.

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  31. Tradable Permits in Cost-Benefit Analysis. (2015). Johansson, Per-Olov.
    In: SSE Working Paper Series in Economics.
    RePEc:hhs:hastec:2015_003.

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  32. Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Wang, Shuai ; Tang, Ling ; Li, Jingjing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311.

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  33. Is carbon emissions trading profitable?. (2015). Sharma, Susan ; Narayan, Paresh.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:84-92.

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  34. Profitability Analysis for Biomethane: A Strategic Role in the Italian Transport Sector. (2015). Cermak, Petr ; Pokorny, Miroslav ; Martinu, Jiri ; Zimmermannova, Jarmila ; Lavrincik, Jan .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-02-07.

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  35. The Broker Simulation Model in the Emission Allowances Trading Area. (2015). Cermak, Petr ; Pokorny, Miroslav ; Martinu, Jiri ; Zimmermannova, Jarmila ; Lavrincik, Jan .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-01-07.

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  36. 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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  37. Price and market behavior in Phase II of the EU ETS. (2014). Rickels, Wilfried ; Peterson, Sonja ; Hintermann, Beat.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1962.

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  38. Carbon and Energy Prices: Surfing the Wavelets of California. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:19/2014.

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

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  41. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Hammoudeh, Shawkat ; Demirer, Rza ; Balclar, Mehmet .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-552.

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  42. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:emu:wpaper:15-10.pdf.

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  43. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

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  44. Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence. (2014). Edenhofer, Ottmar ; Fuss, Sabine ; Koch, Nicolas ; Grosjean, Godefroy.
    In: Energy Policy.
    RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685.

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  45. What explain the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:122-135.

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  46. Pass-through of CO2 Emission Costs to Hourly Electricity Prices in Germany. (2014). Hintermann, Beat.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4964.

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  47. Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. (2013). Rotfuß, Waldemar ; Lutz, Benjamin ; Pigorsch, Uta.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13001r.

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  48. Carbon content of electricity futures in Phase II of the EU ETS. (2013). Vollebergh, Herman R.J. ; Hintermann, Beat ; Fell, Harrison.
    In: Working Papers.
    RePEc:mns:wpaper:wp201306.

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  49. Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. (2013). Rotfuß, Waldemar ; Lutz, Benjamin ; Pigorsch, Uta.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:222-232.

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  50. Carbon Content of Electricity Futures in Phase II of the EU ETS. (2013). Vollebergh, Herman R.J. ; Hintermann, Beat ; Fell, Harrison ; Herman R. J. Vollebergh, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4367.

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