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The relationship between European electricity markets and emission allowance futures prices in phase II of the EU (European Union) emission trading scheme
13 references·16 citing·38 second hop
The relationship between European electricity markets and emission allowance futures prices in phase II of the EU (European Union) emission trading scheme (2014)The relationship between European electri…What causes price volatility and regime shifts in the natural gas market (2013)What causes price volatility …Hedging with futures: Efficacy of GARCH correlation models to European electricity markets (2009)Hedging with futures: Efficac…Futures Price Dynamics of CO2Emission Allowances:An Empirical Analysis of the Trial Period (2009)Futures Price Dynamics of CO2…Carbon futures and macroeconomic risk factors: A view from the EU ETS (2009)Carbon futures and macroecono…Allowance price drivers in the first phase of the EU ETS (2009)Allowance price drivers in th…Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …Modeling the price dynamics of CO2 emission allowances (2008)Modeling the price dynamics o…EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry (2008)EU Emission Allowances and th…Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors (2008)Emissions Compliances and Car…Dynamic behavior of CO2 spot prices (2008)Dynamic behavior of CO2 spot …Market and Price Developments in the European Union Emissions Trading Scheme (2007)Market and Price Developments…Interaction of European Carbon Trading and Energy Prices (2007)Interaction of European Carbo…CO2 Prices, Energy and Weather (2007)CO2 Prices, Energy and WeatherExtreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets (2024)Extreme weather, policy uncer…Analysis of market risk volatility and warning in carbon trading market (2024)Analysis of market risk volat…The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method (2022)The dynamic spillovers among …Forecasting carbon price in the European carbon market: The role of structural changes (2022)Forecasting carbon price in t…Dynamic relationships among green bonds, CO2 emissions, and oil prices (2022)Dynamic relationships among g…Carbon credit futures as an emerging asset: Hedging, diversification and downside risks (2022)Carbon credit futures as an e…Modelling extreme risks for carbon emission allowances — Evidence from European and Chinese carbon markets (2021)Modelling extreme risks for c…Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China (2021)Dynamic Spillovers and Asymme…Co-movement between oil price, CO2 emission,renewable energy and energy equities: Evidence from GCC countries (2021)Co-movement between oil price…Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach (2020)Exploring the risk spillover …Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots (2019)Volatility spillover effect a…The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China (2018)The dynamic linkage effect be…Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots (2018)Market fragmentation, liquidi…Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots (2017)Exploring the price dynamics …Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 (2017)Dynamic multiscale interactio…European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation (2015)European Union emissions trad…Minimum Lagrange Multiplier Unit Root Test 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fundamentals (2012)Forecasting carbon futures volatility using GARCH models with energy volatilities (2013)How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics (2020)Optimal Control Theory : Applications to Management Science and Economics (2000)Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Threshold heteroskedastic models (1994)The evolution of environmental and labor productivity dynamics (2010)Expanding and shifting trends in carbon market research: a quantitative bibliometric study (2014)Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network (2022)Orange Juice and Weather (1984)Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegration Tests (2010)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)The Impact of the EU ETS on Prices, Profits and Emissions in the Power Sector: Simulation Results with the COMPETES EU20 Model (2010)The effects and side‐effects of the EU emissions trading scheme (2014)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A model of carbon price interactions with macroeconomic and energy dynamics (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)Industry Compensation under Relocation Risk: A Firm-Level Analysis of the EU Emissions Trading Scheme (2014)The European Union Emissions Trading System: Ten Years and Counting (2015)
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References

  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2008Modeling the price dynamics of CO2 emission allowances697 cited
  • 2007CO2 Prices, Energy and Weather471 cited
  • 2009Allowance price drivers in the first phase of the EU ETS441 cited
  • 2009Carbon futures and macroeconomic risk factors: A view from the EU ETS410 cited
  • 2007Market and Price Developments in the European Union Emissions Trading Scheme360 cited
  • 2008Dynamic behavior of CO2 spot prices345 cited
  • 2008EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry279 cited
  • 2007Interaction of European Carbon Trading and Energy Prices182 cited
  • 2008Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors118 cited
  • 2009Futures Price Dynamics of CO2Emission Allowances:An Empirical Analysis of the Trial Period107 cited
  • 2013What causes price volatility and regime shifts in the natural gas market71 cited
  • 2009Hedging with futures: Efficacy of GARCH correlation models to European electricity markets46 cited

Cited by

  • 2018Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots89 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets83 cited
  • 2021Co-movement between oil price, CO2 emission,renewable energy and energy equities: Evidence from GCC countries82 cited
  • 2020Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach80 cited
  • 2017Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots77 cited
  • 2019Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots73 cited
  • 2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks73 cited
  • 2018The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China70 cited
  • 2022The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method67 cited
  • 2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–201661 cited
  • 2015European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation57 cited
  • 2021Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China54 cited
  • 2022Forecasting carbon price in the European carbon market: The role of structural changes52 cited
  • 2021Modelling extreme risks for carbon emission allowances — Evidence from European and Chinese carbon markets37 cited
  • 2022Dynamic relationships among green bonds, CO2 emissions, and oil prices33 cited
  • 2024Analysis of market risk volatility and warning in carbon trading market24 cited