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Carbon and energy prices under uncertainty: A theoretical analysis of fuel switching with heterogenous power plants. (2014). Bertrand, Vincent.
In: Resource and Energy Economics.
RePEc:eee:resene:v:38:y:2014:i:c:p:198-220.

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Cited: 10

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  1. Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Gözgör, Giray ; Gozgor, Giray ; Albasu, Joseph ; Soliman, Alaa M ; Lau, Chi Keung.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003148.

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  2. What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

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  3. Carbon price floors and low-carbon investment: A survey of German firms. (2022). Steckel, Jan Christoph ; Nemet, Gregory F ; Flachsland, Christian ; Ohlendorf, Nils.
    In: Energy Policy.
    RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004074.

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  5. The tail dependence of the carbon markets: The implication of portfolio management. (2020). Zhang, Zhengjun.
    In: PLOS ONE.
    RePEc:plo:pone00:0238033.

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  6. Cap-and-trade and produce at least cost? Investigating firm behaviour in the EU ETS. (2020). Zarkovic, Maja.
    In: Working papers.
    RePEc:bsl:wpaper:2020/12.

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  7. The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China. (2018). Chang, Kai ; Wang, Weihong ; Zhang, Chao ; Ge, Fangping.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:98:y:2018:i:c:p:415-425.

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  8. Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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  9. The dynamic spillover between carbon and energy markets: New evidence. (2018). Wang, Yudong ; Guo, Zhuangyue.
    In: Energy.
    RePEc:eee:energy:v:149:y:2018:i:c:p:24-33.

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  10. 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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References

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Cocites

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  1. EU ETS Facets in the Net: How Account Types Influence the Structure of the System. (2016). Borghesi, Simone ; Flori, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2016.08.

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  2. 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.
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  3. What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat.
    In: Working Papers.
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  4. 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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  5. Environmental Innovations in Services. Manufacturing-Services Integration and Policy Transmissions. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio.
    In: Working Papers.
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  6. The European Emission Trading Scheme and environmental innovation diffusion: Empirical analyses using Italian CIS data. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio ; Borghesi, Simone.
    In: Working Papers.
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  7. Stylized facts of CO2 returns. (2012). Tornero, angel Pardo ; Martinez, Vicente Medina .
    In: Working Papers. Serie AD.
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  8. Informational Efficiency of the EU ETS market – a study of price predictability and profitable trading. (2012). Remes (née Aatola), Piia ; Ollikka, Kimmo ; Ollikainen, Markku.
    In: Working Papers.
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  9. Brown Sunsets and Green Dawns in the Industrial Sector: Environmental Innovations, Firm Behavior and the European Emission Trading. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio ; Borghesi, Simone ; Eboli, Fabio ; Pierfederici, Roberta ; Bosello, Francesco.
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  10. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785.

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  11. Integration of the global carbon markets. (2012). Mizrach, Bruce.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:335-349.

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  12. Carbon price drivers: Phase I versus Phase II equilibrium?. (2012). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:327-334.

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  13. Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. (2012). Rotfuß, Waldemar ; Conrad, Christian ; Rittler, Daniel .
    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 .
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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 .
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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. Carbon Price Drivers: Phase I versus Phase II Equilibrium?. (2011). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
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  22. Modelling Correlation in Carbon and Energy Markets. (2011). Koenig, P..
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  23. Modelling the convenience yield in carbon prices using daily and realized measures. (2010). Chevallier, Julien.
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  24. Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis. (2010). Chevallier, Julien.
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  25. The European carbon market (2005-2007): banking, pricing and risk-hedging strategies. (2010). Chevallier, Julien.
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  26. 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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  27. 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 .
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  30. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
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  31. A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
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  32. 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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  35. The EU ETS: CO2 prices drivers during the learning experience (2005-2007). (2009). Chèze, Benoît ; Chevallier, Julien ; Cheze, Benoit ; Alberola, Emilie .
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  36. Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model. (2009). Chevallier, Julien.
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  37. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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  38. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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  39. The impact of the European Union Emission Trading Scheme on electricity generation sectors. (2009). Kirat, Djamel ; Ahamada, Ibrahim .
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  40. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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  41. Abatement and Allocation in the Pilot Phase of the EU ETS. (2009). Di Maria, Corrado ; Convery, Frank ; Anderson, Barry.
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  44. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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  46. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
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  47. Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel .
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  48. EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry. (2008). Oberndorfer, Ulrich .
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  49. EU-ETS and Nordic Electricity: A CVAR Approach. (2008). Fell, Harrison.
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  50. What explains the short-term dynamics of the prices of CO2 emissions?. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
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