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Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models
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Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models (2009)Evaluating Emission Trading as a Policy T…Hospital Competition and Quality with Regulated Prices* (2011)Hospital Competition and Qual…Hourly wage rate and taxable labor income responsiveness to changes in marginal tax rates (2010)Hourly wage rate and taxable …Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Modeling CO2 emission allowan…Public policies against global warming: a supply side approach (2008)Public policies against globa…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…Evaluating the power investment options with uncertainty in climate policy (2007)Evaluating the power investme…Optimal timing problems in environmental economics (2002)Optimal timing problems in en…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …What do We Know About Investment Under Uncertainty? (2000)What do We Know About Investm…Irreversibilities and the timing of environmental policy (2000)Irreversibilities and the tim…Investment Under Uncertainty. (1994)Investment Under Uncertainty.A note on competitive investment under uncertainty (1991)A note on competitive investm…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Optimal Investment under Uncertainty. (1983)Optimal Investment under Unce…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Allowance price drivers in the first phase of the EU ETS (2009)Pricing Carbon: The European Union Emissions Trading Scheme (2010)Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Entry in the presence of dueling options (2003)The Institutional Foundations of Regulatory Capitalism: The Diffusion of Independent Regulatory Agencies in Western Europe (2005)The effect of oil price volatility on strategic investment (2010)A Mathematical Theory of Saving (1928)The Economics of Exhaustible Resources (1931)The Economics of Welfare (1933)Optimal Taxes on Fossil Fuel in General Equilibrium (2014)Carbon pricing in climate policy: seven reasons, complementary instruments, and political economy considerations (2017)Can low-carbon city construction facilitate green growth? Evidence from China's pilot low-carbon city initiative (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Cost of Carbon: Capital Market Effects of the Proposed Emission Trading Scheme ( ETS ) (2013)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)A General Equilibrium Approach To Monetary Theory (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)A Unified Model of Investment Under Uncertainty (1993)Equilibrium Cross Section of Returns (2003)Irreversibility, Uncertainty, and Investment (1990)To Slow or Not to Slow: The Economics of The Greenhouse Effect (1991)Investment under Uncertainty (1994)Uncertainty In Environmental Economics (2006)Economic models for the environmental Kuznets curve: A survey (2010)Threshold cointegration and nonlinear adjustment between CO2 and income: The Environmental Kuznets Curve in Spain, 1857–2007 (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1983Optimal Investment under Uncertainty.1,230 cited
  • 2008Public policies against global warming: a supply side approach1,018 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2008Modeling the price dynamics of CO2 emission allowances695 cited
  • 2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme486 cited
  • 2000What do We Know About Investment Under Uncertainty?447 cited
  • 2000Irreversibilities and the timing of environmental policy365 cited
  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
  • 2011Hospital Competition and Quality with Regulated Prices*241 cited
  • 2007Evaluating the power investment options with uncertainty in climate policy237 cited
  • 1991A note on competitive investment under uncertainty228 cited
  • 2002Optimal timing problems in environmental economics226 cited

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2010
Hourly wage rate and taxable labor income responsiveness to changes in marginal tax rates
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