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Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model
16 references·9 citing·35 second hop
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References

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  • 2005Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification402 cited
  • 2007Market and Price Developments in the European Union Emissions Trading Scheme360 cited
  • 2008An econometric analysis of emission allowance prices327 cited
  • 2012Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach

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290 cited
  • 1987Modelling financial time series282 cited
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    • 2016A quantile regression analysis of China's provincial CO2 emissions: Where does the difference lie?109 cited
    • 2022Quantile connectedness between energy, metal, and carbon markets106 cited
    • 2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS92 cited
    • 2023Volatility spillover and hedging strategies between the European carbon emissions and energy markets81 cited
    • 2022A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China77 cited
    • 2022Carbon market and the conventional and Islamic equity markets: Where lays the environmental cleanliness of their utilities, energy, and ESG sectoral stocks?37 cited
    • 2021Does carbon asset add value to clean energy market? Evidence from EU33 cited
    • 2022Dynamic relationships among green bonds, CO2 emissions, and oil prices33 cited