Nothing Special   »   [go: up one dir, main page]
create a website
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
In: NIPE Working Papers.
RePEc:nip:nipewp:05/2014.

Full description at Econpapers || Download paper

Cited: 34

Citations received by this document

Cites: 38

References cited by this document

Cocites: 37

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A new insight into oil price-inflation nexus. (2020). Raheem, Ibrahim ; Agboola, Yusuf H ; Bello, Ajide Kazeem.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303597.

    Full description at Econpapers || Download paper

  2. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. (2018). Zhou, Fangzhao ; He, Zhifang.
    In: PLOS ONE.
    RePEc:plo:pone00:0200734.

    Full description at Econpapers || Download paper

  3. Impacts on CO 2 Emission Allowance Prices in China: A Quantile Regression Analysis of the Shanghai Emission Trading Scheme. (2016). Zhang, LU.
    In: Sustainability.
    RePEc:gam:jsusta:v:8:y:2016:i:11:p:1195-:d:83200.

    Full description at Econpapers || Download paper

  4. Modeling persistence of carbon emission allowance prices. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; de Gracia, Fernando Perez.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:55:y:2016:i:c:p:221-226.

    Full description at Econpapers || Download paper

  5. An empirical analysis of energy cost pass-through to CO2 emission prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:149-156.

    Full description at Econpapers || Download paper

  6. Date stamping historical oil price bubbles: 1876 - 2014. (2014). Caspi, Itamar ; Gupta, Rangan.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-586.

    Full description at Econpapers || Download paper

  7. Natural Gas Consumption and Economic Growth Nexus: The Role of Exports, Capital and Labor in France. (2014). Rahman, Mohammad Mafizur ; Farhani, Sahbi .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-583.

    Full description at Econpapers || Download paper

  8. CO2 emissions, output, energy consumption, and trade in Tunisia. (2014). Chaibi, Anissa ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-582.

    Full description at Econpapers || Download paper

  9. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-577.

    Full description at Econpapers || Download paper

  10. Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-569.

    Full description at Econpapers || Download paper

  11. Review of the Stochastic Properties of CO2 Futures Prices. (2014). Chevallier, Julien.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-565.

    Full description at Econpapers || Download paper

  12. Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-561.

    Full description at Econpapers || Download paper

  13. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Balclar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-552.

    Full description at Econpapers || Download paper

  14. Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-549.

    Full description at Econpapers || Download paper

  15. Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-547.

    Full description at Econpapers || Download paper

  16. Causality across international equity and commodity markets: When asymmetry and nonlinearity matter. (2014). Ajmi, Ahdi N. ; Hammoudeh, Shawkat ; Nguyen, Duc K. ; Ahmed A. A. Khalifa, .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-546.

    Full description at Econpapers || Download paper

  17. Testing for asymmetric causality from U.S. equity returns to commodity futures returns. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-545.

    Full description at Econpapers || Download paper

  18. Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneousequation models. (2014). Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-542.

    Full description at Econpapers || Download paper

  19. On the determinants of renewable energy consumption: International Evidence. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-535.

    Full description at Econpapers || Download paper

  20. What is MENA Region Initially Needed: Grow Output or Mitigate CO2 Emissions?. (2014). Chaibi, Anissa ; Farhani, Sahbi ; Sbia, Rashid.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-529.

    Full description at Econpapers || Download paper

  21. 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.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-523.

    Full description at Econpapers || Download paper

  22. Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan. (2014). Abdullah, Alias Bin ; Zaman, Khalid ; Malik, Ihtisham Abdul ; Ghamz-e-Ali Siyal, ; Alam, Arif .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-518.

    Full description at Econpapers || Download paper

  23. Price convergence and integration in the Germany, France and Italy electricity markets. (2014). Karboul, Jihane ; Jbir, Rafik ; Charfeddine, Lanouar.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-502.

    Full description at Econpapers || Download paper

  24. An empirical analysis of energy demand in Tunisia. (2014). Talbi, Besma .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-495.

    Full description at Econpapers || Download paper

  25. THE EFFECT OF GREEN TAXATION AND ECONOMIC GROWTH ON ENVIRONMENT HAZARDS: THE CASE OF MALAYSIA. (2014). Loganathan, Nanthakumar ; Taha, Roshaiza .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-494.

    Full description at Econpapers || Download paper

  26. Price and Income Elasticities of Demand for Oil Products in African Member Countries of OPEC: A Cointegration Analysis. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-486.

    Full description at Econpapers || Download paper

  27. Energy Use and Economic Growth in Africa: A Panel Granger-Causality Investigation. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-481.

    Full description at Econpapers || Download paper

  28. Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-469.

    Full description at Econpapers || Download paper

  29. On the relationship between oil price and exchange rates: A wavelet analysis. (2014). Tiwari, Aviral Kumar ; Arouri, Mohamed ; Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-456.

    Full description at Econpapers || Download paper

  30. What role of renewable and nonrenewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?. (2014). .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-455.

    Full description at Econpapers || Download paper

  31. Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries. (2014). Arouri, Mohamed.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-449.

    Full description at Econpapers || Download paper

  32. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-442.

    Full description at Econpapers || Download paper

  33. The time scale behavior of oil-stock relationships: what we learn from the ASEAN-5 countries. (2014). Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-441.

    Full description at Econpapers || Download paper

  34. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:emu:wpaper:15-10.pdf.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arouri, M. E. H., Jawadi, F., Nguyen, D. K., 2012. Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS. Economic Modelling, 29(3), 884-892.

  2. Böhringer, C., Lange, A., 2005. Economic implications of alternative allocation schemes for emission allowances. Scandinavian Journal of Economics, 107(3), 563-581.

  3. Balabanoff, S., 1993. The composite barrel of retail prices and its relationship to crude oil prices. OPEC Review, 17, 421-449.
    Paper not yet in RePEc: Add citation now

  4. Benz, E., Strück, S., 2009. Modeling the price dynamics of CO2 emission allowances. Energy Economics, 31, 4-15.

  5. Brown, S.P.A., Yucel, M.K., 2000. Gasoline and crude oil prices: why the asymmetry? Federal Reserve Bank of Dallas Economic and Financial Policy Review, 3, 23-29.

  6. Chevalier, J., 2010a. A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices. Economics Bulletin, 30, 1564-1584.
    Paper not yet in RePEc: Add citation now

  7. Chevalier, J., 2010b. Modelling risk premia in CO2 allowances spot and futures prices. Economic Modelling, 27, 717-729.

  8. Ciarreta, A., Espinosa, M.P., 2012. The impact of regulation on pricing behavior in the Spanish electricity market (2002–2005). Energy Economics, 34, 2039-2045.

  9. Daskalakis, G., Psychoyios, D., Markellos, R., 2005. Modeling CO2 emission allowance prices and derivatives: evidence from the EEX. ERIM Report Series ERS-2005-052-F&A.
    Paper not yet in RePEc: Add citation now

  10. Daskalakis, G., Psychoyios, D., Markellos, R., 2009. Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme. Journal of Banking and Finance, 33, 12301241.

  11. Ellerman, A.D., Montero, J.P, 1998. The declining trend in sulfur dioxide emissions: Implications for allowance prices. Journal of Environmental Economics and Management, 36, 26-45.

  12. Engle, R. F., 1982. Auto regressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50, 987–1007.

  13. Engle, R.F., Granger, C.W.J., 1987. Cointegration and error correction: representation, estimation and testing. Econometrica, 55, 251–276.

  14. Frey, G., Manera, M., 2007. Econometric models of asymmetric price transmission. Journal of Economic Surveys, 21, 349–415.

  15. General Accounting Office US, 1993. Analysis of the pricing of crude oil and petroleum products. GAO/RCED91-97.
    Paper not yet in RePEc: Add citation now
  16. Granger, C.W.J., 1981. Cointegrating Variables and Error Correcting Models. Working Paper, University of California, San Diego, California.
    Paper not yet in RePEc: Add citation now
  17. Granger, C.W.J., Yoon, G., 2002. Hidden cointegration. Working Paper, University of California, San Diego.
    Paper not yet in RePEc: Add citation now

  18. Green, R.J., 1999. The electricity contract market in England and Wales. Journal of Industrial Economics, 47, 107–124.

  19. Hammoudeh, S., Nguyen, D. K., Sousa, R.M., 2013. What explains the short-term dynamics of the prices of CO2 emissions? Mimeo, LeBow College of Business, Drexel University.

  20. Hintermann, B., 2010. Allowance price drivers in the first Phase of the EU ETS. Journal of Environmental Economics and Management, 59, 43-56.

  21. Johansen, S., 1988. Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12, 231–254.

  22. Katrakilidis, C., Trachanas, E., 2012. What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration. Economic Modelling, 29(4), 1064-1069.

  23. Kim, H.S., Koo, W.W., 2010. Factors affecting the carbon allowance market in the US. Energy Policy, 38, 1879-1884.

  24. Milunovich, G., Joyeux, R., 2007. Pricing efficiency and arbitrage in the EU-ETS carbon futures market. Journal of Investment Strategy, 2, 23–25.
    Paper not yet in RePEc: Add citation now

  25. Milunovich, G., Joyeux, R., 2010. Market efficiency and price discovery in the EU carbon futures. Applied Financial Economics, 20, 803–809.

  26. Paolella, M., Taschini, L., 2008. An econometric analysis of emission trading allowances. Journal of Banking and Finance, 32, 2022-2032.
    Paper not yet in RePEc: Add citation now
  27. Pesaran, M.H., Shin, Y., 1999. An autoregressive distributed lag modeling approach to cointegration analysis. In: Strom, S. (Ed.), Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium. Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now

  28. Pesaran, M.H., Shin, Y., Smith, R.J., 2001. Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16, 289–326.

  29. Rittler, D., 2012. Price discovery and volatility spillovers in the European Union emissions trading scheme: a high-frequency analysis. Journal of Banking and Finance, 36(3), 774-785.

  30. Romilly, P., Song, H., Liu, X., 2001. Car ownership and use in Britain: a comparison of the empirical results of alternative cointegration estimation methods and forecasts. Applied Economics, 33(14), 1803-1818.

  31. Schennach, S., 2000. The economics of pollution permit banking in the context of Title IV of the 1990 Clean Air Act amendment. Journal of Environmental Economics and Management, 40, 189210.

  32. Schleich, J., Ehrhart, K.-M., Hoppe, C., Seifert, S., 2006. Banning banking in EU emissions trading? Energy Policy, 34(1), 112-120.

  33. Seifert, J., Uhrig-Homburg, M., Wagner, M., 2008. Dynamic behavior of CO2 spot prices. Journal of Environmental Economics and Management, 56, 180-194.

  34. Shin, Y., Yu, B., Greenwood-Nimmo, M.,2014. Modelling asymmetric cointegration and dynamic multipliers in an ARDL framework. In: Horrace, W.C., Sickles, R.C. (Eds.), Festschrift in Honor of Peter Schmidt. Springer Science & Business Media, New York(NY).

  35. Uhrig-Homburg, M., Wagner, M., 2009. Futures price dynamics of CO2 emission allowances: an empirical analysis of the trial period. Journal of Derivatives, 17, 73-88.
    Paper not yet in RePEc: Add citation now
  36. Uhrig-Homburg, M., Wagner, M.W., 2006. Forward price dynamics of CO2 emission certificates – an empirical analysis. Working Paper, University of Karlsruhe.
    Paper not yet in RePEc: Add citation now

  37. Wang, Y., Zhao, H., Li, L., Liu, Z., Liang, S., 2013. Carbon dioxide emission drivers for a typical metropolis using input–output structural decomposition analysis. Energy Policy, 58, 312-318.

  38. Zivot, E., Andrews, K.,1992. Further evidence on the great crash the oil price shock, and the unit root hypothesis. Journal of Business and Economic Statistics, 10, 251–270.

Cocites

Documents in RePEc which have cited the same bibliography

  1. EU Climate Change News Index: Forecasting EU ETS prices with online news. (2023). Palos, Peter ; Pap, Aron ; Hartvig, Aron Denes.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000946.

    Full description at Econpapers || Download paper

  2. 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.
    RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04406-4.

    Full description at Econpapers || Download paper

  3. A novel framework for carbon price forecasting with uncertainties. (2022). Tian, Lixin ; Zhu, Mengrui ; Wang, Minggang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164.

    Full description at Econpapers || Download paper

  4. Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003140.

    Full description at Econpapers || Download paper

  5. Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network. (2022). Zhang, Yun ; Xu, Xiaojie.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-01165.

    Full description at Econpapers || Download paper

  6. A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors. (2021). Popovici, Oana ; Horobet, Alexandra ; Bulai, Vlad-Cosmin ; Dumitrescu, Sofia Adriana ; Belascu, Lucian.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:24:p:8424-:d:701935.

    Full description at Econpapers || Download paper

  7. A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng.
    In: Applied Energy.
    RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

    Full description at Econpapers || Download paper

  8. The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Zhang, Yinpeng ; Liu, Zhixin ; Chen, Hao ; Wu, You.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

    Full description at Econpapers || Download paper

  9. Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413.

    Full description at Econpapers || Download paper

  10. 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.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:5:p:950-:d:213213.

    Full description at Econpapers || Download paper

  11. Disentangling the drivers of carbon prices in Chinas ETS pilots — An EEMD approach. (2019). Xu, Jia ; Liu, YU ; He, Gang ; Tan, Xiujie.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:139:y:2019:i:c:p:1-9.

    Full description at Econpapers || Download paper

  12. Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

    Full description at Econpapers || Download paper

  13. 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.

    Full description at Econpapers || Download paper

  14. 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.

    Full description at Econpapers || Download paper

  15. Modeling persistence of carbon emission allowance prices. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; de Gracia, Fernando Perez.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:55:y:2016:i:c:p:221-226.

    Full description at Econpapers || Download paper

  16. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk. (2016). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172.

    Full description at Econpapers || Download paper

  17. Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition. (2016). Xu, Wei ; Cao, Guangxi.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:83:y:2016:i:c:p:212-222.

    Full description at Econpapers || Download paper

  18. Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

    Full description at Econpapers || Download paper

  19. Is carbon emissions trading profitable?. (2015). Sharma, Susan ; Narayan, Paresh.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:84-92.

    Full description at Econpapers || Download paper

  20. Application of the Carbon Emission Pricing Model in the Korean Market. (2014). .
    In: Energy & Environment.
    RePEc:sae:engenv:v:25:y:2014:i:1:p:63-78.

    Full description at Econpapers || Download paper

  21. Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-82.

    Full description at Econpapers || Download paper

  22. What explains the short. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-81.

    Full description at Econpapers || Download paper

  23. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Balclar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-552.

    Full description at Econpapers || Download paper

  24. Energy prices and CO2 emission allowance prices: A quantile regression approach. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-185.

    Full description at Econpapers || Download paper

  25. Carbon price analysis using empirical mode decomposition. (2014). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-156.

    Full description at Econpapers || Download paper

  26. Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices. (2014). Lahiani, Amine ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-082.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  28. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:emu:wpaper:15-10.pdf.

    Full description at Econpapers || Download paper

  29. 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.

    Full description at Econpapers || Download paper

  30. Energy prices and CO2 emission allowance prices: A quantile regression approach. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Energy Policy.
    RePEc:eee:enepol:v:70:y:2014:i:c:p:201-206.

    Full description at Econpapers || Download paper

  31. What explain the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:122-135.

    Full description at Econpapers || Download paper

  32. Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants. (2013). Madlener, Reinhard ; Palzer, Andreas ; Westner, Gunther .
    In: FCN Working Papers.
    RePEc:ris:fcnwpa:2012_002.

    Full description at Econpapers || Download paper

  33. 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.

    Full description at Econpapers || Download paper

  34. Energy prices and CO2 emission allowance prices: A quantile regression approach. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:06/2014.

    Full description at Econpapers || Download paper

  35. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:05/2014.

    Full description at Econpapers || Download paper

  36. 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.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-18 20:40:10 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.