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2. Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Qureshi, Saba ; Aftab, Muhammad.
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3. Okun’s Law across time and frequencies. (2020). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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4. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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5. A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Ojo, Mustapha Olalekan ; Soares, Maria Joana.
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6. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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7. A flatter life-cycle consumption profile. (2019). Portela, Miguel ; Bação, Pedro ; Bao, Pedro ; Alexandre, Fernando.
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8. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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9. Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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1. Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon.
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2. Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Wang, Kangsheng ; Wen, Fenghua ; Zeng, Aiqing.
   In: Research in International Business and Finance.
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3. Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects. (2024). Man, Yuanyuan ; He, Yongda ; Zhang, Sunpei.
   In: International Review of Economics & Finance.
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4. Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Xu, Yingying ; Dai, Yifan ; Guo, Lingling ; Chen, Jingjing.
   In: Applied Energy.
   RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792.

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5. Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta.
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6. What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta.
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7. What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta.
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   RePEc:ags:feemwp:339740.

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8. Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China. (2023). Lu, Xiuling ; Wu, Tiantian ; Qi, Haozhi ; Chen, Hao.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001265.

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9. Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Ahmed, Rizwan ; Saeed, Asif ; Arif, Ahmed.
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   RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

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10. 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.
    In: Energy Economics.
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11. Dynamic Linkages among Carbon, Energy and Financial Markets: Multiplex Recurrence Network Approach. (2022). Wang, Minggang ; Xu, Hua ; Hua, Chenyu.
    In: Mathematics.
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12. The Impact of Uncertainties on Crude Oil Prices: Based on a Quantile-on-Quantile Method. (2022). Liu, Yue ; Ding, Yan ; Failler, Pierre.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:10:p:3510-:d:813098.

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13. The impact of cryptocurrencies on Chinas carbon price variation during COVID-19: A quantile perspective. (2022). Chen, Hao ; Xu, Chao.
    In: Technological Forecasting and Social Change.
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14. Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. (2022). Tan, Xueping ; Wang, Xinyu ; Sirichand, Kavita ; Vivian, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:3:p:944-969.

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15. Carbon Futures Trading and Short-Term Price Prediction: An Analysis Using the Fractal Market Hypothesis and Evolutionary Computing. (2021). Lamphiere, Marc ; Blackledge, Jonathan ; Kearney, Derek.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:9:p:1005-:d:545876.

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16. Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence. (2021). Liu, Yang ; Yang, Xueqing ; Wang, Mei.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:21:p:7286-:d:671615.

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17. Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002929.

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18. The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market. (2020). Geng, Yude ; Chen, Lirong ; Wang, Guangyu ; Sheng, Chunguang.
    In: Sustainability.
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19. How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Tan, Xueping ; Wang, Xinyu ; Sirichand, Kavita ; Vivian, Andrew.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

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20. Chinas carbon emissions trading and stock returns. (2020). Gong, XU ; Wu, Nan ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244.

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21. Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Zhao, Xin ; Kang, Wanglin ; Han, Meng ; Ding, Lili.
    In: Energy.
    RePEc:eee:energy:v:171:y:2019:i:c:p:69-76.

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22. The Price Determinants of the EU Allowance in the EU Emissions Trading Scheme. (2018). Jeong, Minkyu ; Young, Jason ; Chung, Chune Young.
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23. California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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24. Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian.
    In: Economic Modelling.
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25. Macroeconomic impacts on commodity prices: China vs. the United States. (2016). Yin, Libo ; Han, Liyan.
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    RePEc:taf:quantf:v:16:y:2016:i:3:p:489-500.

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26. Capital market response to emission allowance prices: a multivariate GARCH approach. (2015). Venmans, Frank.
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27. Carbon and Energy Prices: Surfing the Wavelets of California. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
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    RePEc:nip:nipewp:19/2014.

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28. Exchange rate effect on carbon credit price via energy markets. (2014). Mallory, Mindy ; Yu, Jongmin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:145-161.

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29. A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal.
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30. Carbon trading: past, present and future. (2013). Chevallier, Julien.
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31. Variance risk-premia in CO2 markets. (2013). Chevallier, Julien.
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32. California’s New Gold: A Primer on the Use of Allowance Value Created under the CO2 Cap-and-Trade Program. (2012). Burtraw, Dallas ; Szambelan, Sarah Jo ; McLaughlin, David.
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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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