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Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots
16 references·7 citing·44 second hop
Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots (2017)Exploring the price dynamics of CO2 emiss…How will a nationwide carbon market affect regional economies and efficiency of CO2 emission reduction in China? (2016)How will a nationwide carbon …Impacts of carbon trading scheme on air pollutant emissions in Guangdong Province of China (2015)Impacts of carbon trading sch…Chaotic characteristic identification for carbon price and an multi-layer perceptron network prediction model (2015)Chaotic characteristic identi…How will the emissions trading scheme save cost for achieving China’s 2020 carbon intensity reduction target? (2014)How will the emissions tradin…Emissions trading in China: Progress and prospects (2014)Emissions trading in China: P…Modeling economic performance of interprovincial CO2 emission reduction quota trading in China (2013)Modeling economic performance…Technical efficiency, shadow price of carbon dioxide emissions, and substitutability for energy in the Chinese manufacturing industries (2012)Technical efficiency, shadow …Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis (2011)Price discovery and volatilit…A model of carbon price interactions with macroeconomic and energy dynamics (2011)A model of carbon price inter…Impacts of alternative emissions allowance allocation methods under a federal cap-and-trade program (2010)Impacts of alternative emissi…An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)An overview of current resear…Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …Modelling Financial Time Series (2007)Modelling Financial Time Seri…Modeling electricity prices: jump diffusion and regime switching (2004)Modeling electricity prices: …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China (2022)Impact of COVID-19 on returns…Carbon market volatility analysis based on structural breaks: Evidence from EU-ETS and China (2022)Carbon market volatility anal…Carbon credit futures as an emerging asset: Hedging, diversification and downside risks (2022)Carbon credit futures as an e…Quantitative models in emission trading system research: A literature review (2020)Quantitative models in emissi…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 Effects of Environmental Information Disclosure and Energy Types on the Cost of Equity: Evidence from the Energy Industry in China (2019)The Effects of Environmental …Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading Scheme (2018)Carbon pricing and system lin…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)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The energy–climate challenge: Recent trends in CO2 emissions from fuel combustion (2007)Modeling the price dynamics of CO2 emission allowances (2008)Carbon finance and carbon market in China: Progress and challenges (2019)How does emission trading reduce China's carbon intensity? An exploration using a decomposition and difference-in-differences approach (2019)Can China’s policy of carbon emission trading promote carbon emission reduction? (2020)The Problem of Social Cost (1960)Markets in licenses and efficient pollution control programs (1972)China statistical yearbook (1988)Can a carbon emission trading scheme generate the Porter effect? Evidence from pilot areas in China (2018)Environmental regulation and carbon emission: The mediation effect of technical efficiency (2019)The impact of financial development on carbon emissions: An empirical analysis in China (2011)Efficiency and abatement costs of energy-related CO2 emissions in China: A slacks-based efficiency measure (2012)Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method (2014)The impact of emission trading scheme and the ratio of free quota: A dynamic recursive CGE model in China (2016)The impact of carbon trading on economic output and carbon emissions reduction in China’s industrial sectors (2019)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Determinants of Credit Spread Changes (2001)Analysis of Financial Time Series (2006)Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment? (2022)Théorie de la spéculation (1900)An equilibrium characterization of the term structure (1977)Modelling spikes and pricing swing options in electricity markets (2009)A Survey of Commodity Markets and Structural Models for Electricity Prices (2013)Adoption of residential solar power under uncertainty: Implications for renewable energy incentives (2015)Directive 2003/87/EC of the European Parliament and of the Council of 13 October 2003 Establishing a Scheme for Greenhouse Gas Emission Allowance Trading Within the Community and Amending Council Directive 96/61/EC (2005)Trends in global CO2 emissions: 2012 report (2012)How to improve the market efficiency of carbon trading: A perspective of China (2016)Research on China’s cap-and-trade carbon emission trading scheme: Overview and outlook (2016)A review of China’s carbon trading market (2018)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Multivariate Stochastic Variance Models (1994)Bayesian Analysis of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)
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References

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  • 2011Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis201 cited
  • 2012Technical efficiency, shadow price of carbon dioxide emissions, and substitutability for energy in the Chinese manufacturing industries198 cited
  • 2015

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Impacts of carbon trading scheme on air pollutant emissions in Guangdong Province of China
151 cited
  • 2016How will a nationwide carbon market affect regional economies and efficiency of CO2 emission reduction in China?139 cited
  • 2010Impacts of alternative emissions allowance allocation methods under a federal cap-and-trade program139 cited
  • Cited by

    • 2020Quantitative models in emission trading system research: A literature review76 cited
    • 2018Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading Scheme75 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
    • 2019The Effects of Environmental Information Disclosure and Energy Types on the Cost of Equity: Evidence from the Energy Industry in China39 cited
    • 2022Carbon market volatility analysis based on structural breaks: Evidence from EU-ETS and China27 cited
    • 2022Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China22 cited