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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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  1. Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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  2. The inequality impacts of the carbon tax in China. (2022). Chen, Shuyang.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01285-3.

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  3. Energy trade-offs in coupled ICM and electricity market under dynamic carbon emission intensity. (2022). Wang, Peng ; Liu, Nian ; Yan, Xiaohe ; Jiang, Kai.
    In: Energy.
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  4. Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing.
    In: Energy.
    RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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  5. Examining the overconfidence and overreaction in China’s carbon markets. (2022). Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:472-489.

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  6. The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya.
    In: Applied Energy.
    RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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  8. The impact of carbon emission trading schemes on urban-rural income inequality in China: A multi-period difference-in-differences method. (2021). Chang, Meng-Shiuh ; Xiao, DE ; Yu, Fan.
    In: Energy Policy.
    RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521005176.

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  9. Tightening EU ETS targets in line with the European Green Deal: Impacts on the decarbonization of the EU power sector. (2021). Rodrigues, Renato ; Osorio, Sebastian ; Pietzcker, Robert C.
    In: Applied Energy.
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  10. Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU.
    In: Applied Energy.
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  11. Active or passive? Companies use of the EU ETS. (2020). Pinkse, Jonatan ; Betz, Regina Annette ; Abrell, Jan ; Cludius, Johanna ; Lehmann, Sascha ; Schleich, Joachim.
    In: Working Papers Sustainability and Innovation.
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  12. 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.
    In: EconStor Preprints.
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  13. Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Kim, Neung-Woo ; Lee, Yun-Jung ; Choi, Ki-Hong.
    In: Energies.
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  14. Emissions Trading with Transaction Costs. (2020). Quemin, Simon ; Baudry, marc ; Faure, Anouk.
    In: Working Papers.
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  15. Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk.
    In: EconomiX Working Papers.
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  16. Emissions Trading with Transaction Costs. (2020). Baudry, marc ; Quemin, Simon ; Faure, Anouk.
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  17. 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.
    In: EconStor Preprints.
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  18. A dynamic and continuous allowances allocation methodology for the prevention of carbon leakage: Emission control coefficients. (2019). Wang, Cheng ; Qi, Shaozhou ; Shi, Xunpeng ; Xue, Jinjun ; Sun, Yongping.
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  19. Optimal design of carbon tax to stimulate CCS investment in Chinas coal‐fired power plants: A real options analysis. (2018). Zhang, Hongdou ; Wang, Xiping.
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  20. 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.
    In: International Environmental Agreements: Politics, Law and Economics.
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  21. Network Features of the EU Carbon Trade System: An Evolutionary Perspective. (2018). Guo, Jianfeng ; Gao, Xiangyun ; Liu, Yinpeng.
    In: Energies.
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  22. Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
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  23. How to optimize the development of carbon trading in China—Enlightenment from evolution rules of the EU carbon price. (2018). Fang, Guochang ; Sun, Mei ; Fu, Min ; Liu, Menghe ; Tian, Lixin.
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  24. Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves.
    In: Research in International Business and Finance.
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  25. Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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  26. Dynamics of China’s carbon prices in the pilot trading phase. (2017). Todorova, Neda ; Fan, John Hua.
    In: Applied Energy.
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  27. The impact of Emission Trading Scheme (ETS) and the choice of coverage industry in ETS: A case study in China. (2017). Lin, Boqiang ; Jia, Zhijie.
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  28. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu .
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  29. The role of multi-region integrated emissions trading scheme: A computable general equilibrium analysis. (2017). Ou, Xun-Min ; Zhang, XU ; Qi, Tian-Yu .
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  30. An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms. (2017). An, Haizhong ; Jia, Xiaoliang ; Wang, Lijun ; Liu, Xiaojia.
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  31. 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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  32. The initial impact of EU ETS verification events on stock prices. (2016). van Hulle, Cynthia ; Brouwers, Roel ; Schoubben, Frederiek ; van Uytbergen, Steve .
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  33. Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. (2016). Barneto, Pascal ; Rannou, Yves.
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  34. The impact of emission trading scheme and the ratio of free quota: A dynamic recursive CGE model in China. (2016). Jia, Zhijie ; Li, Wei.
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  35. The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysis. (2016). Jia, Jun-Jun ; Xu, Jin-Hua ; Fan, Ying.
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  36. Use rights markets for shallow geothermal energy management. (2016). Vazquez-Sue, Enric ; Alcaraz, Mar ; Velasco, Violeta ; Garcia-Gil, Alejandro .
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  37. Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu.
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  38. The energy price equivalence of carbon taxes and emissions trading—Theory and evidence. (2015). Chiu, Fan-Ping ; Hsu, Chia-Sheng ; Chen, Chi-Chung .
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  39. Price and market behavior in Phase II of the EU ETS. (2014). Rickels, Wilfried ; Peterson, Sonja ; Hintermann, Beat.
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  40. Carbon price analysis using empirical mode decomposition. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping.
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  41. Energy efficiency in the European Union: What can be learned from the joint application of directional distance functions and slacks-based measures?. (2014). Tortosa-Ausina, Emili ; Gomez-Calvet, Roberto ; Conesa, David .
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  42. Design of Pareto optimal CO2 cap-and-trade policies for deregulated electricity networks. (2014). Feijoo, Felipe ; Das, Tapas K..
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    RePEc:eee:eneeco:v:53:y:2016:i:c:p:248-260.

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  19. The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysis. (2016). Jia, Jun-Jun ; Xu, Jin-Hua ; Fan, Ying.
    In: Applied Energy.
    RePEc:eee:appene:v:173:y:2016:i:c:p:567-577.

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  20. Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de lénergie. (2015). SADEFO, Jules ; nsouadi, Clarda ; Terraza, Michel.
    In: Working Papers.
    RePEc:lam:wpaper:15-08.

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  21. Banking and back-loading emission permits. (2015). Chaton, Corinne ; Peluchon, Benoit ; Creti, Anna.
    In: Energy Policy.
    RePEc:eee:enepol:v:82:y:2015:i:c:p:332-341.

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  22. Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures. (2015). Bunnag, Tanattrin .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-02.

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  23. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-daskalakis.

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  24. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:03/2014.

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  25. The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process. (2014). Goutte, Stéphane ; Chevallier, Julien.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-285.

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  26. Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone. (2013). SADEFO, Jules ; Nsouadi, Clarda ; Terraza, Michel.
    In: Working Papers.
    RePEc:lam:wpaper:13-12.

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  27. Carbon trading: past, present and future. (2013). Chevallier, Julien.
    In: Chapters.
    RePEc:elg:eechap:14429_21.

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  28. Why should support schemes for renewable electricity complement the EU emissions trading scheme?. (2013). Lehmann, Paul ; Gawel, Erik.
    In: Energy Policy.
    RePEc:eee:enepol:v:52:y:2013:i:c:p:597-607.

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  29. Forecasting the European carbon market. (2013). Koop, Gary.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:176:y:2013:i:3:p:723-741.

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  30. Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models. (2012). Chevallier, Julien.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:32:p:4257-4274.

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  31. Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS. (2012). Wei, Yi-Ming ; Feng, Zhen-Hua ; Wang, Kai.
    In: Applied Energy.
    RePEc:eee:appene:v:99:y:2012:i:c:p:97-108.

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  32. Cointegration between carbon spot and futures prices: from linear to nonlinear modeling. (2012). Chevallier, Julien.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00808.

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  33. Banking of Surplus Emissions Allowances: Does the Volume Matter?. (2012). Neuhoff, Karsten ; Vasa, Alexander ; Boyd, Rodney ; Stelmakh, Kateryna ; Schopp, Anne .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1196.

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  34. Why should support schemes for renewable electricity complement the EU emissions trading scheme?. (2011). Lehmann, Paul ; Gawel, Erik.
    In: UFZ Discussion Papers.
    RePEc:zbw:ufzdps:52011.

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  35. Links between spot and futures allowances: ECX and EEX markets comparison. (2011). Pinho, Carlos ; Madaleno, Mara.
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:35:y:2011:i:2/3/4:p:101-131.

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  36. 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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  37. Cost pass-through of the EU emissions allowances: Examining the European petroleum markets. (2011). Alexeeva-Talebi, Victoria ; Alexeeva -Talebi, Victoria .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:s1:p:s75-s83.

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  38. Nonparametric modeling of carbon prices. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1267-1282.

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  39. Testing the martingale difference hypothesis in CO2 emission allowances. (2011). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1:p:27-35.

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  40. Forecasting the European Carbon Market. (2011). Koop, Gary.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:261.

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  41. 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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  42. Options introduction and volatility in the EU ETS. (2011). Sévi, Benoît ; LE PEN, Yannick ; Chevallier, Julien.
    In: Working Papers.
    RePEc:cec:wpaper:1107.

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  43. The Effect of Allowance Allocations on Cap-and-Trade System Performance. (2010). Stavins, Robert ; Hahn, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15854.

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  44. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:717-729.

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  45. Options Introduction and Volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00405709.

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  46. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00387286.

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  47. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00419339.

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  48. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:fem:femwpa:2009.113.

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  49. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2009-33.

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