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Understanding volatility dynamics in the EU-ETS market. (2015). Violante, Francesco ; Sanin Vázquez, María Eugenia ; Mansanet-Bataller, Maria .
In: CREATES Research Papers.
RePEc:aah:create:2015-04.

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Cited: 42

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Cites: 34

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  1. Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron. (2024). Tian, Lixin ; Wang, Minggang ; Xu, Hua ; Zhu, Mengrui.
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  2. The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Wu, Shan ; Zhou, Yuqin ; Rognone, Lavinia ; Liu, Zhenhua.
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  3. Does carbon emission trading scheme really improve the CO2 emission efficiency? Evidence from Chinas iron and steel industry. (2023). Lin, Boqiang ; Tan, Zhizhou ; Wu, Rongxin.
    In: Energy.
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  4. Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels. (2022). Chevallier, Julien ; Wei, Yiming ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu.
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  5. Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine. (2022). Ye, Cheng ; Vivian, Andrew ; Chen, Peng.
    In: Annals of Operations Research.
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  6. Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. (2022). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping.
    In: International Journal of Forecasting.
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  7. Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu.
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  8. Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao.
    In: Energy Economics.
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  9. Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang.
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  10. Carbon price prediction considering climate change: A text-based framework. (2022). Zheng, Xiaolong ; Li, Jingyu ; Hao, Jingjing ; Xie, Qiwei.
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  11. Exploring public opinions on climate change policy in Big Data Era—A case study of the European Union Emission Trading System (EU-ETS) based on Twitter. (2021). Wang, LI ; Zhang, Jianhong ; Gong, Ping ; Wei, Yigang.
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  15. From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2020). Mauer, Eva-Maria ; Friedrich, Marina ; Tietjen, Oliver ; Pahle, Michael.
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  16. China’s Carbon Pricing Based on Heterogeneous Tail Distribution. (2020). Yang, YU ; Zhang, Chen ; Wagan, Zulfiqar Ali ; Yun, PO ; Wu, Yaqi.
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  17. A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network. (2020). Wu, Yaqi ; Zhang, Chen ; Yun, PO ; Wagan, Zulfiqar Ali ; Yang, Xianzi.
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  18. Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai.
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  19. The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei.
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  20. From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2019). Tietjen, Oliver ; Pahle, Michael ; Mauer, Eva-Maria ; Friedrich, Marina.
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  21. The Design of Green Supply Chains under Carbon Policies: A Literature Review of Quantitative Models. (2019). Pokharel, Shaligram ; Elomri, Adel ; Xu, Zhitao ; Mutlu, Fatih.
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  22. Forecasting the Carbon Price Using Extreme-Point Symmetric Mode Decomposition and Extreme Learning Machine Optimized by the Grey Wolf Optimizer Algorithm. (2019). Huo, Xuejing ; Zhou, Jianguo ; Li, Yushuo ; Xu, Xiaolei.
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  23. Research on Optimization Allocation Scheme of Initial Carbon Emission Quota from the Perspective of Welfare Effect. (2019). Zhang, Hongjie ; Wu, Qunli.
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  24. Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply. (2019). Gronwald, Marc.
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  25. Optimization and evaluation of a dispatch model for an integrated wind-photovoltaic-thermal power system based on dynamic carbon emissions trading. (2019). Wei, Yongmei ; Zhang, Yimei ; Mei, Shufan ; Ye, QI ; Ding, Yihong ; Tan, Qinliang.
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  26. Stakeholder pressures and corporate climate change mitigation strategies. (2019). Czerny, Albert ; Cadez, Simon ; Letmathe, Peter.
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  27. The erratic behaviour of the EU ETS on the path towards consolidation and price stability. (2018). Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena ; Galan-Valdivieso, Federico.
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  28. Carbon price volatility: The case of China. (2018). Xu, Yingying ; Liu, Zhixin ; Zhang, Yinpeng.
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  29. How Do Verified Emissions Announcements Affect the Comoves between Trading Behaviors and Carbon Prices? Evidence from EU ETS. (2018). Su, Bin ; Yang, Guang ; Guo, Jianfeng ; Liu, Yinpeng ; Feng, Lianyong.
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  30. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
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  31. How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina.
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  32. Optimization Model of an Efficient Collaborative Power Dispatching System for Carbon Emissions Trading in China. (2017). Zhang, Yimei ; Ding, Yihong ; Tan, Qinliang.
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  33. Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc.
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  34. Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan .
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  35. Dynamics of China’s carbon prices in the pilot trading phase. (2017). Todorova, Neda ; Fan, John Hua.
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  36. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu .
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  37. Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS. (2017). Wlodarczyk, Aneta.
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  38. How to improve the market efficiency of carbon trading: A perspective of China. (2016). Zhao, Xin-Gang ; Chen, Hao ; Nie, Dan ; Jiang, Gui-Wu .
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  39. Trader types and volatility of emission allowance prices. Evidence from EU ETS Phase I. (2016). Balietti, Anca Claudia .
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  40. Variance risk premia in CO2 markets: A political perspective. (2016). Reckling, Dennis .
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  41. The impact of emission trading scheme and the ratio of free quota: A dynamic recursive CGE model in China. (2016). Jia, Zhijie ; Li, Wei.
    In: Applied Energy.
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  25. The relationship between European electricity markets and emission allowance futures prices in phase II of the EU (European Union) emission trading scheme. (2014). Scholtens, Bert ; Boersen, Arieke .
    In: Energy.
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  26. The economic influence of photovoltaic technology on electricity generation: A CGE (computable general equilibrium) approach for the Andalusian case. (2014). Cardenete, Manuel Alejandro ; Cansino, J. M. ; Roman, R. ; Gonzalez-Limon, J. M..
    In: Energy.
    RePEc:eee:energy:v:73:y:2014:i:c:p:70-79.

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  27. Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence. (2014). Edenhofer, Ottmar ; Grosjean, Godefroy ; Fuss, Sabine ; Koch, Nicolas.
    In: Energy Policy.
    RePEc:eee:enepol:v:73:y:2014:i:c:p:676-685.

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  28. The role of regulatory uncertainty in certificate markets: A case study of the Swedish/Norwegian market. (2014). Fagiani, Riccardo ; Hakvoort, Rudi.
    In: Energy Policy.
    RePEc:eee:enepol:v:65:y:2014:i:c:p:608-618.

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  29. The timeline of trading frictions in the European carbon market. (2014). PASCUAL, ROBERTO ; Pardo, Angel ; Medina, Vicente .
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394.

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  30. Modelling the dynamics of European carbon futures price: A Zipf analysis. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Ma, Shujiao .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:372-380.

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  31. Futures price dynamics of CO 2 emission allowances. (2013). Gorenflo, Marcel .
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:3:p:1025-1047.

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  32. Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone. (2013). SADEFO, Jules ; Nsouadi, Clarda ; Terraza, Michel.
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  33. Electricity prices and generator behaviour in gross pool electricity markets. (2013). O'Mahoney, Amy ; Denny, Eleanor.
    In: Energy Policy.
    RePEc:eee:enepol:v:63:y:2013:i:c:p:628-637.

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  34. An overview of CO2 cost pass-through to electricity prices in Europe. (2013). Solier, Boris ; Jouvet, Pierre-André.
    In: Energy Policy.
    RePEc:eee:enepol:v:61:y:2013:i:c:p:1370-1376.

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  35. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:60:y:2013:i:c:p:785-792.

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  36. Evaluation of different hedging strategies for commodity price risks of industrial cogeneration plants. (2013). Madlener, Reinhard ; Palzer, Andreas ; Westner, Gunther .
    In: Energy Policy.
    RePEc:eee:enepol:v:59:y:2013:i:c:p:143-160.

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  37. Policy options to improve the effectiveness of the EU emissions trading system: A multi-criteria analysis. (2013). Clo, Stefano ; Zoppoli, Pietro ; Battles, Susan .
    In: Energy Policy.
    RePEc:eee:enepol:v:57:y:2013:i:c:p:477-490.

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  38. Modelling the price spread between EUA and CER carbon prices. (2013). Nazifi, Fatemeh .
    In: Energy Policy.
    RePEc:eee:enepol:v:56:y:2013:i:c:p:434-445.

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  39. Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. (2013). Rotfuß, Waldemar ; Lutz, Benjamin ; Pigorsch, Uta .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:222-232.

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  40. Forecasting carbon futures volatility using GARCH models with energy volatilities. (2013). Cho, Hangjun ; Byun, Suk Joon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:207-221.

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  41. Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

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  42. A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather. (2013). Liu, Hsiang-Hsi ; Chen, Yi-Chun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:840-855.

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  43. Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies. (2013). Roca, Eduardo ; Li, Bin ; Crossland, Jarrod .
    In: Applied Energy.
    RePEc:eee:appene:v:109:y:2013:i:c:p:10-23.

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  44. Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models. (2011). Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:hal-00716634.

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  45. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Sevi, Benoit ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/4598.

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  46. An overview of CO2 cost pass-through to electricity prices in Europe. (2011). Solier, Boris ; Jouvet, Pierre-André.
    In: Working Papers.
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  47. A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/4237.

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  48. Carbon price volatility: Evidence from EU ETS. (2009). Wei, Yi-Ming ; Feng, Zhen-Hua ; Zou, Le-Le .
    In: CEEP-BIT Working Papers.
    RePEc:biw:wpaper:4.

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  49. Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel .
    In: Working Papers.
    RePEc:awi:wpaper:0492.

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  50. What explains the short-term dynamics of the prices of CO2 emissions?. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:04/2014.

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