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What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat.
In: Working Papers.
RePEc:ipg:wpaper:2014-081.

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    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:481-492.

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  2. Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective. (2022). Chen, Quanyu ; Xiong, Shi.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021447.

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  3. 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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  4. Dynamic Spillovers and Asymmetric Spillover Effect between the Carbon Emission Trading Market, Fossil Energy Market, and New Energy Stock Market in China. (2021). Li, Xiyu ; Nie, Dan.
    In: Energies.
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  5. Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu.
    In: Energy Policy.
    RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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  6. The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun.
    In: Energy Economics.
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  7. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas.
    In: Energy Economics.
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  8. Influences of sentiment from news articles on EU carbon prices. (2021). Xue, Minggao ; Ye, Jing.
    In: Energy Economics.
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  9. Has carbon emissions trading system promoted non-fossil energy development in China?. (2021). Zhang, Yue-Jun ; Liu, Jing-Yue.
    In: Applied Energy.
    RePEc:eee:appene:v:302:y:2021:i:c:s030626192100982x.

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  10. China’s Carbon Pricing Based on Heterogeneous Tail Distribution. (2020). Yang, YU ; Zhang, Chen ; Wagan, Zulfiqar Ali ; Yun, PO ; Wu, Yaqi.
    In: Sustainability.
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  11. Modeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets. (2020). Yang, Yuhong ; Hu, Genhua ; Qiu, Hong ; Zhang, Ting.
    In: Sustainability.
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  12. Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots. (2020). Chen, XI ; Chai, Shanglei ; Chu, Wenjun ; Du, MO.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:14:p:5581-:d:382935.

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  13. Dynamic Spillover and Hedging among Carbon, Biofuel and Oil. (2020). Yoon, Seong-Min ; Lee, Yeonjeong .
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:17:p:4382-:d:403869.

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  14. Can carbon emission trading scheme achieve energy conservation and emission reduction? Evidence from the industrial sector in China. (2020). Ren, Shenggang ; Hu, Yucai ; Chen, Xiaohong ; Wang, Yangjie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303858.

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  15. The Determinants of CO2 prices in the EU ETS System. (2019). Sikora, Iryna ; Laborda, Alex Perez ; Lovcha, Yuliya.
    In: Working Papers.
    RePEc:urv:wpaper:2072/376031.

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  16. The heterogeneous effects of exchange rate and stock market on CO2 emission allowance price in China: A panel quantile regression approach. (2019). Deng, Chao ; Su, Xiaojian.
    In: PLOS ONE.
    RePEc:plo:pone00:0220808.

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  17. Volatility spillover effect and dynamic correlation between regional emissions allowances and fossil energy markets: New evidence from China’s emissions trading scheme pilots. (2019). Wang, Weihong ; Ye, Zhifang ; Chang, Kai.
    In: Energy.
    RePEc:eee:energy:v:185:y:2019:i:c:p:1314-1324.

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  18. Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Kang, Wanglin ; Zhao, Xin ; Ding, Lili ; Han, Meng.
    In: Energy.
    RePEc:eee:energy:v:171:y:2019:i:c:p:69-76.

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  19. A multiscale analysis for carbon price drivers. (2019). Wei, Yi-Ming ; Han, Dong ; Ye, Shunxin ; Zhu, Bangzhu ; Xie, Rui ; He, Kaijian ; Wang, Ping.
    In: Energy Economics.
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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. Return and volatility linkages between CO2 emission and clean energy stock prices. (2018). Dutta, Anupam ; Noor, Md Hasib ; Bouri, Elie.
    In: Energy.
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  22. 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.
    In: Energy Economics.
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  23. Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng.
    In: Applied Energy.
    RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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  24. Realized volatility of CO2 futures. (2017). López Cabrera, Brenda ; Benschop, Thijs.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-025.

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  25. Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas.
    In: Renewable and Sustainable Energy Reviews.
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  26. Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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  27. The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices. (2017). Zeng, Shihong ; Chen, Jiuying ; Liu, Chao ; Nan, Xin.
    In: Energy Policy.
    RePEc:eee:enepol:v:106:y:2017:i:c:p:111-121.

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  28. Exploring the price dynamics of CO2 emissions allowances in Chinas emissions trading scheme pilots. (2017). Chang, Kai ; Pei, Ping ; Zhang, Chao ; Wu, Xin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:213-223.

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  29. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu .
    In: Applied Energy.
    RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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  30. Impacts on CO 2 Emission Allowance Prices in China: A Quantile Regression Analysis of the Shanghai Emission Trading Scheme. (2016). Zhang, LU.
    In: Sustainability.
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  31. Modeling persistence of carbon emission allowance prices. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; de Gracia, Fernando Perez.
    In: Renewable and Sustainable Energy Reviews.
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  32. An empirical analysis of energy cost pass-through to CO2 emission prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
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  33. Date stamping historical oil price bubbles: 1876 - 2014. (2014). Caspi, Itamar ; Gupta, Rangan.
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  34. Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France. (2014). Rahman, Mohammad Mafizur ; Farhani, Sahbi .
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  35. CO2 emissions, output, energy consumption, and trade in Tunisia. (2014). Chaibi, Anissa ; Rault, Christophe.
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  36. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied.
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  37. Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed .
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  38. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Balclar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza .
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  39. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
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  42. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
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  43. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneousequation models. (2014). Rault, Christophe.
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  44. On the determinants of renewable energy consumption: International Evidence. (2014). .
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  46. The Role of Information Communication Technologyand Economic Growth in Recent Electricity Demand: Fresh Evidence from Combine Cointegration Approachin UAE. (2014). Rehman, Ijaz Ur ; Sbia, Rashid.
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  58. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
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    In: Energy Economics.
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  14. What Moves the European Carbon Market? - Insights from Conditional Jump Models. (2012). Ketterer, Janina ; Gronwald, Marc.
    In: CESifo Working Paper Series.
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  15. CO 2 emission allowances and other fuel markets interaction. (2011). Pinho, Carlos ; Madaleno, Mara.
    In: Environmental Economics and Policy Studies.
    RePEc:spr:envpol:v:13:y:2011:i:3:p:259-281.

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  16. Carbon value dynamics for France: A key driver to support mitigation pledges at country scale. (2011). Assoumou, Edi ; Maizi, Nadia.
    In: Energy Policy.
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  17. Sectoral and regional impacts of the European carbon market in Portugal. (2011). Rodriguez, Miguel ; Roseta-Palma, Catarina ; Alves, Margarita Robaina .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:5:p:2528-2541.

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  18. EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread. (2011). Chevallier, Julien ; Alberola, Emilie ; Herve-Mignucci, Morgan ; Mansanet-Bataller, Maria .
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  19. Carbon price volatility: Evidence from EU ETS. (2011). Wei, Yi-Ming ; Feng, Zhen-Hua ; Zou, Le-Le .
    In: Applied Energy.
    RePEc:eee:appene:v:88:y:2011:i:3:p:590-598.

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  20. The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis. (2011). Trueck, Stefan ; Ketterer, Janina ; Gronwald, Marc ; Truck, Stefan.
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  21. Options introduction and volatility in the EU ETS. (2011). Sévi, Benoît ; LE PEN, Yannick ; Chevallier, Julien.
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  22. Carbon Price Drivers: Phase I versus Phase II Equilibrium?. (2011). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
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  23. Modelling Correlation in Carbon and Energy Markets. (2011). Koenig, P..
    In: Cambridge Working Papers in Economics.
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  24. Modelling the convenience yield in carbon prices using daily and realized measures. (2010). Chevallier, Julien.
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  25. Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis. (2010). Chevallier, Julien.
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  26. The European carbon market (2005-2007): banking, pricing and risk-hedging strategies. (2010). Chevallier, Julien.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00458787.

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  27. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. (2010). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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  28. Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme. (2010). Roca, Eduardo ; Akimov, Alexandr ; Fan, John Hua .
    In: Discussion Papers in Finance.
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  29. Design limitations in Australian renewable electricity policies. (2010). Buckman, Greg ; Diesendorf, Mark.
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:7:p:3365-3376.

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  30. The emissions trading paradox. (2010). Jaehn, Florian ; Letmathe, Peter.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:202:y:2010:i:1:p:248-254.

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  31. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Applied Energy.
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  32. A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economics Bulletin.
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  33. Emissions Trends, Labour Productivity Dynamics and Time-Related Events - Sector Heterogeneous Analyses of Decoupling/Recoupling on a 1990-2006 NAMEA. (2009). Mazzanti, Massimiliano ; Marin, Giovanni.
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  34. The European Emissions Trading System in Belgium. (2009). Rousseau, Sandra ; Eyckmans, Johan.
    In: Working Papers.
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  35. Options Introduction and Volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
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  36. The EU ETS: CO2 prices drivers during the learning experience (2005-2007). (2009). Chèze, Benoît ; Chevallier, Julien ; Cheze, Benoit ; Alberola, Emilie .
    In: Working Papers.
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  37. Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model. (2009). Chevallier, Julien.
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  38. 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.
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  39. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
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  40. The impact of the European Union Emission Trading Scheme on electricity generation sectors. (2009). Kirat, Djamel ; Ahamada, Ibrahim .
    In: Working Papers.
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  41. 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.
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  42. Abatement and Allocation in the Pilot Phase of the EU ETS. (2009). Di Maria, Corrado ; Convery, Frank ; Anderson, Barry.
    In: Working Papers.
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  43. GHG legislation: Lessons from Taiwan. (2009). Lee, Grace W. M., ; Huang, Weiming .
    In: Energy Policy.
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  44. Income risk of EU coal-fired power plants after Kyoto. (2009). Chamorro, Jose ; Abadie, Luis M..
    In: Energy Policy.
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  45. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
    In: EconomiX Working Papers.
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  46. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
    In: CEPE Working paper series.
    RePEc:cee:wpcepe:09-64.

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  47. Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel .
    In: Working Papers.
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  48. EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry. (2008). Oberndorfer, Ulrich .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:7382.

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  49. EU-ETS and Nordic Electricity: A CVAR Approach. (2008). Fell, Harrison.
    In: Discussion Papers.
    RePEc:rff:dpaper:dp-08-31.

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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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