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The determinants of CO2 prices in the EU emission trading system
16 references·7 citing·33 second hop
The determinants of CO2 prices in the EU emission trading system (2021)The determinants of CO2 prices in the EU …How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics (2020)How connected is the carbon m…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Information linkage, dynamic …On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…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…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Modeling CO2 emission allowan…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…An econometric analysis of emission allowance prices (2008)An econometric analysis of em…CO2 Prices, Energy and Weather (2007)CO2 Prices, Energy and WeatherRisk factors in stock returns of Canadian oil and gas companies (2001)Risk factors in stock returns…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Main current legal and regulatory frameworks for carbon dioxide capture, transport, and storage in the European Economic Area (2024)Main current legal and regula…Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe (2023)Policies for carbon-zero targ…Optimizing the emission control policies and trade-in program effects: A carbon-constrained closed-loop supply chain network model (2023)Optimizing the emission contr…How does climate policy uncertainty affect the carbon market? (2023)How does climate policy uncer…The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method (2022)The dynamic spillovers among …Impact of three emission reduction decisions on authorized remanufacturing under carbon trading (2022)Impact of three emission redu…Examining the overconfidence and overreaction in China’s carbon markets (2022)Examining the overconfidence …Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)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)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Does oil move equity prices? A global view (2007)Crude oil and stock markets: Stability, instability, and bubbles (2009)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Orange Juice and Weather (1984)Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegration Tests (2010)Generalized autoregressive conditional heteroskedasticity (1986)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)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2008Modeling the price dynamics of CO2 emission allowances695 cited
  • 2001Risk factors in stock returns of Canadian oil and gas companies653 cited
  • 2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme486 cited
  • 2007CO2 Prices, Energy and Weather471 cited
  • 2009Allowance price drivers in the first phase of the EU ETS441 cited
  • 2018Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets385 cited
  • 2011Carbon price drivers: Phase I versus Phase II equilibrium?329 cited
  • 2008An econometric analysis of emission allowance prices327 cited

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2012
Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals
295 cited
  • 2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics295 cited
  • Cited by

    • 2023How does climate policy uncertainty affect the carbon market?79 cited
    • 2023Policies for carbon-zero targets: Examining the spillover effects of renewable energy and patent applications on environmental quality in Europe75 cited
    • 2022The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method67 cited
    • 2022Impact of three emission reduction decisions on authorized remanufacturing under carbon trading47 cited
    • 2023Optimizing the emission control policies and trade-in program effects: A carbon-constrained closed-loop supply chain network model45 cited
    • 2022Examining the overconfidence and overreaction in China’s carbon markets22 cited
    • 2024Main current legal and regulatory frameworks for carbon dioxide capture, transport, and storage in the European Economic Area17 cited