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The market-linkage of the volatility spillover between traditional energy price and carbon price on the realization of carbon value of emission reduction behavior
12 references·12 citing·44 second hop
The market-linkage of the volatility spillover between traditional energy price and carbon price on the realization of carbon value of emission reduction behavior (2019)The market-linkage of the volatility spil…The dynamic spillover between carbon and energy markets: New evidence (2018)The dynamic spillover between…Research on carbon market price mechanism and influencing factors: a literature review (2018)Research on carbon market pri…A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms (2018)A novel hybrid method of fore…The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic volatility spillo…An empirical analysis of energy cost pass-through to CO 2 emission prices (2015)An empirical analysis of ener…Volatility spillovers between the oil market and the European Union carbon emission market (2013)Volatility spillovers between…Forecasting carbon futures volatility using GARCH models with energy volatilities (2013)Forecasting carbon futures vo…A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather (2013)A study on the volatility spi…Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Price determination in the EU…Carbon price drivers: Phase I versus Phase II equilibrium? (2011)Carbon price drivers: Phase I…An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)An overview of current resear…Market and Price Developments in the European Union Emissions Trading Scheme (2007)Market and Price Developments…Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting (2024)Unraveling the crystal ball: …Volatility spillover and hedging strategies between the European carbon emissions and energy markets (2023)Volatility spillover and hedg…Carbon market price prediction based on sequence decomposition-reconstruction-dimensionality reduction and improved deep learning model (2023)Carbon market price predictio…The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method (2022)The dynamic spillovers among …Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network (2022)Multidimensional risk spillov…How do the electricity market and carbon market interact and achieve integrated development?--A bibliometric-based review (2022)How do the electricity market…Dynamic volatility connectedness between industrial metal markets (2022)Dynamic volatility connectedn…Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future (2022)Connectedness and spillover e…Carbon Pricing Mechanism for the Energy Industry: A Bibliometric Study of Optimal Pricing Policies (2022)Carbon Pricing Mechanism for …An Integrated Pythagorean fuzzy soft computing approach to environmental management systems for sustainable energy pricing (2021)An Integrated Pythagorean fuz…A wavelet-based model of world oil shocks interaction with CO2 emissions in the US (2021)A wavelet-based model of worl…Carbon Price Prediction Based on Ensemble Empirical Mode Decomposition and Extreme Learning Machine Optimized by Improved Bat Algorithm Considering Energy Price Factors (2020)Carbon Price Prediction Based…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)The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)The energy–climate challenge: Recent trends in CO2 emissions from fuel combustion (2007)Modeling the price dynamics of CO2 emission allowances (2008)Price drivers and structural breaks in European carbon prices 2005–2007 (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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets (2018)Asymmetric effects of oil shocks on carbon allowance price: Evidence from China (2021)What drive carbon price dynamics in China? (2021)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics (2020)Generalized autoregressive conditional heteroskedasticity (1986)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)A hybrid model for carbon price forecastingusing GARCH and long short-term memory network (2021)Macroeconomics and Reality (1980)Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)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)The Problem of Social Cost (1960)Markets in licenses and efficient pollution control programs (1972)Global non-linear effect of temperature on economic production (2015)Optimal carbon allowance price in China’s carbon emission trading system: Perspective from the multi-sectoral marginal abatement cost (2019)Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter? (2021)The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets (2023)Comparing Predictive Accuracy (1994)From time series to complex networks: The visibility graph (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)A multi-factor integrated model for carbon price forecasting: Market interaction promoting carbon emission reduction (2021)Soft skills, hard skills: What matters most? Evidence from job postings (2021)Geopolitical risk trends and crude oil price predictability (2022)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

  • 2010An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect434 cited
  • 2007Market and Price Developments in the European Union Emissions Trading Scheme360 cited
  • 2013Forecasting carbon futures volatility using GARCH models with energy volatilities346 cited
  • 2011Carbon price drivers: Phase I versus Phase II equilibrium?329 cited
  • 2012Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals295 cited
  • 2015The dynamic volatility spillover between European carbon trading market and fossil energy market280 cited
  • 2018The dynamic spillover between carbon and energy markets: New evidence268 cited
  • 2018Research on carbon market price mechanism and influencing factors: a literature review150 cited
  • 2018A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms146 cited
  • 2015An empirical analysis of energy cost pass-through to CO 2 emission prices140 cited
  • 2013Volatility spillovers between the oil market and the European Union carbon emission market139 cited
  • 2013A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather106 cited

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  • 2022Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network

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87 cited
  • 2022Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future84 cited
  • 2023Volatility spillover and hedging strategies between the European carbon emissions and energy markets81 cited
  • 2022How do the electricity market and carbon market interact and achieve integrated development?--A bibliometric-based review72 cited
  • 2022The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method67 cited
  • 2021A wavelet-based model of world oil shocks interaction with CO2 emissions in the US61 cited
  • 2022Carbon Pricing Mechanism for the Energy Industry: A Bibliometric Study of Optimal Pricing Policies60 cited
  • 2021An Integrated Pythagorean fuzzy soft computing approach to environmental management systems for sustainable energy pricing51 cited
  • 2023Carbon market price prediction based on sequence decomposition-reconstruction-dimensionality reduction and improved deep learning model32 cited
  • 2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting29 cited
  • 2020Carbon Price Prediction Based on Ensemble Empirical Mode Decomposition and Extreme Learning Machine Optimized by Improved Bat Algorithm Considering Energy Price Factors29 cited
  • 2022Dynamic volatility connectedness between industrial metal markets20 cited