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What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
In: NIPE Working Papers.
RePEc:nip:nipewp:04/2014.

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Cited: 38

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Cites: 33

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  3. Co-Movement between Carbon Prices and Energy Prices in Time and Frequency Domains: A Wavelet-Based Analysis for Beijing Carbon Emission Trading System. (2022). Wang, Zhicheng ; Li, Yan ; Luo, Rundong ; Sun, Mengjiao.
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  4. Time€“frequency analysis of the interaction mechanism between European carbon and crude oil markets. (2021). Wu, Yaqi ; Cao, Wei ; Yun, PO ; Zhu, Dandan ; Zhang, Chen ; Wagan, Zulfiqar Ali.
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  6. Modeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets. (2020). Yang, Yuhong ; Zhang, Ting ; Qiu, Hong ; Hu, Genhua.
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  7. Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Chen, XI ; Chu, Wenjun ; Chai, Shanglei ; Du, MO.
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  8. Can carbon emission trading scheme achieve energy conservation and emission reduction? Evidence from the industrial sector in China. (2020). Hu, Yucai ; Wang, Yangjie ; Chen, Xiaohong ; Ren, Shenggang.
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  9. The heterogeneous effects of exchange rate and stock market on CO2 emission allowance price in China: A panel quantile regression approach. (2019). Su, Xiaojian ; Deng, Chao.
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  10. Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots. (2019). Ye, Zhifang ; Wang, Weihong ; Chang, Kai.
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  11. An empirical analysis of energy cost pass-through to CO2 emission prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
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  12. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
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  15. CO2 emissions, output, energy consumption, and trade in Tunisia. (2014). Chaibi, Anissa ; Rault, Christophe.
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  18. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Hammoudeh, Shawkat ; Demirer, Rza ; Balclar, Mehmet .
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  21. Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, ; Ajmi, Ahdi N..
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  34. What role of renewable and nonrenewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?. (2014). .
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  38. Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices. (2014). Hammoudeh, Shawkat ; Lahiani, Amine.
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  37. 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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  38. 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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  39. 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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  40. 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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  41. The impact of the European Union Emission Trading Scheme on electricity generation sectors. (2009). Ahamada, Ibrahim ; Kirat, Djamel.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00378317.

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  42. 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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  43. Abatement and Allocation in the Pilot Phase of the EU ETS. (2009). Di Maria, Corrado ; Convery, Frank ; Anderson, Barry.
    In: Working Papers.
    RePEc:fem:femwpa:2009.110.

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  44. GHG legislation: Lessons from Taiwan. (2009). Huang, Weiming ; Lee, Grace W. M., .
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:7:p:2696-2707.

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  45. Income risk of EU coal-fired power plants after Kyoto. (2009). Chamorro, Jose ; Abadie, Luis M..
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:12:p:5304-5316.

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  46. 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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  47. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
    In: CEPE Working paper series.
    RePEc:cee:wpcepe:09-64.

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  48. Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel .
    In: Working Papers.
    RePEc:awi:wpaper:0492.

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  49. EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry. (2008). Oberndorfer, Ulrich .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:7382.

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  50. EU-ETS and Nordic Electricity: A CVAR Approach. (2008). Fell, Harrison.
    In: RFF Working Paper Series.
    RePEc:rff:dpaper:dp-08-31.

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