SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Modeling volatility and dependence of European carbon and energy prices
16 references·0 citing·51 second hop
Modeling volatility and dependence of European carbon and energy prices (2022)Modeling volatility and dependence of Eur…The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)The marginal impacts of energ…Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices (2021)Nonlinear dependence and conn…Keep climate policy focused on the social cost of carbon (2021)Keep climate policy focused o…A social cost of carbon for (almost) every country (2019)A social cost of carbon for (…A conditional dependence approach to CO2-energy price relationships (2019)A conditional dependence appr…Volatility spillovers between the oil market and the European Union carbon emission market (2013)Volatility spillovers between…The uncertainty about the social cost of carbon: A decomposition analysis using fund (2013)The uncertainty about the soc…The role of the log transformation in forecasting economic variables (2010)The role of the log transform…Structural interactions of European carbon trading and energy prices (2009)Structural interactions of Eu…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…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…The Copula-GARCH model of conditional dependencies: An international stock market application (2006)The Copula-GARCH model of con…Dependence patterns across financial markets: a mixed copula approach (2006)Dependence patterns across fi…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyTesting the equality of prediction mean squared errors (1997)Testing the equality of predi…Stable Paretian Models in Finance (2000)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Decisions from Experience and the Effect of Rare Events in Risky Choice (2004)Dynamic behavior of CO2 spot prices (2008)Carbon price drivers: Phase I versus Phase II equilibrium? (2011)Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Elicitation of Personal Probabilities and Expectations (1971)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)An Introduction to Copulas (1999)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation (2006)Copula–Based Models for Financial Time Series (2009)Copula Methods for Forecasting Multivariate Time Series (2013)A Question of Balance (2008)A question of balance: weighing the options on global warming policies (2008)The Economic Effects of Climate Change (2009)The role of capital costs in decarbonizing the electricity sector (2016)Optimal Dynamic Carbon Taxes in a Climate–Economy Model with Distortionary Fiscal Policy (2019)Social cost of carbon estimates have increased over time (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The macroeconomic sources of systemic risk in the banking sectors of five new EU member states (2010)An improved wavelet–ARIMA approach for forecasting metal prices (2013)Short-run price forecast performance of individual and composite models for 496 corn cash markets (2016)Oil and the Macroeconomy since World War II (1983)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change (2022)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning in the Chinese stock market (2021)
this work references cited by second hop

References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2006The Copula-GARCH model of conditional dependencies: An international stock market application784 cited
  • 2008Modeling the price dynamics of CO2 emission allowances695 cited
  • 2006Dependence patterns across financial markets: a mixed copula approach393 cited
  • 2008An econometric analysis of emission allowance prices327 cited
  • 2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach233 cited
  • 2010The role of the log transformation in forecasting economic variables230 cited
  • 2013The uncertainty about the social cost of carbon: A decomposition analysis using fund215 cited
  • 2019A social cost of carbon for (almost) every country167 cited
  • 2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices149 cited
  • 2009Structural interactions of European carbon trading and energy prices144 cited
  • 2013Volatility spillovers between the oil market and the European Union carbon emission market139 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2021
Keep climate policy focused on the social cost of carbon
99 cited
  • 2019A conditional dependence approach to CO2-energy price relationships94 cited
  • Cited by

    No citing works inside the corpus for this window.