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Association between the energy and emission prices: An analysis of EU emission trading system
11 references·0 citing·34 second hop
Association between the energy and emission prices: An analysis of EU emission trading system (2018)Association between the energy and emissi…Estimation of risk measures in energy portfolios using modern copula techniques (2014)Estimation of risk measures i…Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach (2012)Conditional dependence struct…The economic value of co-movement between oil price and exchange rate using copula-based GARCH models (2011)The economic value of co-move…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models (2010)International evidence on cru…Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (2010)Analyzing and forecasting vol…Forecasting volatility of crude oil markets (2008)Forecasting volatility of cru…Interaction of European Carbon Trading and Energy Prices (2007)Interaction of European Carbo…CO2 cost pass-through and windfall profits in the power sector (2006)CO2 cost pass-through and win…CO 2 cost pass-through and windfall profits in the power sector (2006)CO 2 cost pass-through and wi…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Behavior of Stock-Market Prices (1965)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A time-varying copula approach to oil and stock market dependence: The case of transition economies (2013)Uncertainty and Crude Oil Returns (2015)Forecasting oil price realized volatility using information channels from other asset classes (2017)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)A wavelet decomposition approach to crude oil price and exchange rate dependence (2013)Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (2013)Comparing Predictive Accuracy (1994)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Is gold a hedge or safe haven against oil price movements? (2013)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico (2019)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)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)Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks (2022)Econometric Analysis of Cross Section and Panel Data (2001)Allowance price drivers in the first phase of the EU ETS (2009)Pricing Carbon: The European Union Emissions Trading Scheme (2010)The Impact of the European Union Emissions Trading Scheme on Regulated Firms: What Is the Evidence after Ten Years? (2015)Measuring contagion between energy market and stock market during financial crisis: A copula approach (2012)Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States (2019)Analyzing time-varying volatility spillovers between the crude oil markets using a new method (2020)Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method (2021)First evidence of asymmetric cost pass-through of EU emissions allowances: Examining wholesale electricity prices in Germany (2007)Capital market response to emission rights returns: Evidence from the European power sector (2009)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2006CO 2 cost pass-through and windfall profits in the power sector576 cited
  • 2011Modelling oil price and exchange rate co-movements378 cited
  • 2008Forecasting volatility of crude oil markets367 cited
  • 2010International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models346 cited
  • 2012Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach290 cited
  • 2011The economic value of co-movement between oil price and exchange rate using copula-based GARCH models257 cited
  • 2006CO2 cost pass-through and windfall profits in the power sector183 cited
  • 2007Interaction of European Carbon Trading and Energy Prices182 cited
  • 2010Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets163 cited
  • 2014Estimation of risk measures in energy portfolios using modern copula techniques24 cited

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