Search Results

Could Market Making be Profitable in The European Carbon Market?,
Emilios Galariotis, Iordanis Kalaitzoglou, Kyriaki Kosmidou, Spiros Papaefthimiou and Spyros I. Spyrou, in The Energy Journal (2019)
Keywords: EUA Futures; UHF Trading; Intraday Price Discovery; Market Making

What happens to the relationship between EU allowances prices and stock market indices in Europe?,
Rebeca Jiménez-Rodríguez, in Energy Economics (2019)
Keywords: Stock markets; EUA spot prices; Granger-causality; Time-varying parameters;

Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets,
Jules Sadefo-Kamdem, Ange Nsouadi and Michel Terraza, from HAL (2016)
Keywords: Co-movement,Carbon market,Wavelet analysis,Co-integration,VAR,Agents heterogeneity,Spread-option

EU’s EBA & Prospect of GSP+ for Bangladesh: Addressing challenges related to Labour Laws and Rights,
Khondaker Golam Moazzem and Abeer Khandker, from Centre for Policy Dialogue (CPD) (2021)
Keywords: EU’s EBA, GSP+, Labour Laws and Rights, MDGs, Lower middle-income country, European Union, Bangladesh

Exportações mundiais de milho: um estudo da competitividade e do grau de concentração do brasil e dos Estados Unidos da América (EUA) no período 2000/2014,
Ryan Felipe Dilly, Angélica Massuquetti, Guilherme da Silva Freitas and Jean de Jesus Fernandes, in Revista Brasileira de Estudos Regionais e Urbanos (2017)
Keywords: Milho; Exportação; Brasil; EUA

Forecasting volatility of EUA futures: New evidence,
Xiaozhu Guo, Yisu Huang, Chao Liang and Muhammad Umar, in Energy Economics (2022)
Keywords: EUA futures; Volatility forecast; Asymmetry; Extreme event; Jump;

An empirical study on the interaction between EUA futures, coal, natural gas and electricity,
Wei Lu and Hao Yin, in International Journal of Green Economics (2012)
Keywords: EUA futures; VECM; vector error correction model; impulse response; futures market; price shocks; coal prices; natural gas prices; electricity prices; equilibrium relationship; fossil fuel futures; EU emission allowances; carbon emissions; EU Emissions Trading Scheme; greenhouse gases; GHG emissions; European Union.

Understanding volatility dynamics in the EU-ETS market,
María Eugenia Sanin Vázquez, Maria Mansanet-Bataller and Francesco Violante, from Department of Economics and Business Economics, Aarhus University (2015)
Keywords: EUA market, EU ETS, carbon emission trading, Garch model, normal mixture

Understanding volatility dynamics in the EU-ETS market,
María Eugenia Sanin, Francesco Violante and María Mansanet-Bataller, in Energy Policy (2015)
Keywords: EUA market; EU ETS; Carbon emission trading; Garch model; Normal mixture;

Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals,
Benjamin Lutz, Uta Pigorsch and Waldemar Rotfuß, from ZEW - Leibniz Centre for European Economic Research (2013)
Keywords: EU ETS, EUA Price Fundamentals, Markov Regime-Switching

Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model,
Julien Chevallier, in Economics Bulletin (2011)
Keywords: EUAs; CERs; Multivariate GARCH; Time-Varying Correlation; DCC-MGARCH Model

The EU–Japan Partnership in the Post-pandemic Order: What Comes Next?,
Lluc Vidal López, in Journal of Asian Security and International Affairs (2024)
Keywords: EU–Japan; Japanese foreign policy; interregionalism; Economic Partnership Agreement

Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals,
Benjamin Lutz, Uta Pigorsch and Waldemar Rotfuß, from ZEW - Leibniz Centre for European Economic Research (2013)
Keywords: EU ETS, EUA Price Fundamentals, Markov Regime-Switching

Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals,
Benjamin Lutz, Uta Pigorsch and Waldemar Rotfuß, in Energy Economics (2013)
Keywords: EU ETS; EUA price fundamentals; Markov regime-switching;

Understanding volatility dynamics in the EU-ETS market: lessons from the future,
María Eugenia Sanin Vázquez and Francesco Violante, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2009)
Keywords: EUA market, EU-ETS, carbon emission trading, Garch model, normal mixture

Modeling Intertemporal Trading of Emission Permits Under Market Power,
Panagiotis Koromilas, Angeliki Mathioudaki, Sotirios Dimos and Dimitris Fotakis, in Environmental & Resource Economics (2023)
Keywords: Emission trading systems, EU ETS, EUA, Market power, Inter-temporal trading

Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition,
Cao Guangxi and Wei Xu, in Chaos, Solitons & Fractals (2016)
Keywords: Carbon trading; Futures markets; EMD; MFDFA-EMD;

Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets,
Takashi Kanamura, in Energy Economics (2016)
Keywords: EUA; sCER; Spot and futures markets; Carbon swap trading; Energy prices; Correlation; Volatility; Contagion; Leverage effect;

The timeline of trading fricions in the European Carbon Market,
Vicente Medina Martínez, Ángel Pardo Tornero and Roberto Pascual, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012)
Keywords: Greenhouse gas emissions, EUAs, European Union Emission Trading Scheme, trading frictions, price efficiency, liquidity, financial crisis, market breakdown, market microstructure.

How do Spanish polluting sectors' stock market returns react to European Union allowances prices? A panel data approach,
Blanca Moreno and Patricia Silva, in Energy (2016)
Keywords: European Union emission trading system; Stock market return; Multifactor market model; Panel data econometric models; EUA (European Union allowance) price;

Variance risk-premia in CO2 markets,
Julien Chevallier, in Economic Modelling (2013)
Keywords: Variance risk-premia; CO2 market; Model-free implied volatility; Realized volatility; Forecasting; EUA; CER; EU ETS; CDM; Energy volatilities;

ESTUDIO BILATERAL MÉXICO – EUA DE LAS TÉCNICAS DE ENSEÑANZA APRENDIZAJE EN EL NIVEL SUPERIOR,
María Fernanda Ramírez Navarro, Gerardo Gómez-Velázquez and Alfredo Ortiz, in Cuadernos de Educación y Desarrollo (2010)
Keywords: estudio bilateral, Mexico, EUA, tecnicas de enseñanza, aprendizaje, nivel superior

Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices,
Lixia Zhang, Qin Luo, Xiaozhu Guo and Muhammad Umar, in Resources Policy (2022)
Keywords: EUA futures; Realized volatility; Forecasting; Economic policy uncertainty;

The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs,
Waldemar Rotfuß, Christian Conrad and Daniel Rittler, from ZEW - Leibniz Centre for European Economic Research (2009)
Keywords: EU ETS, price formation, European Union Allowance (EUA), European Commission

Asymmetric time-varying dependence and variable structure dependence measurement and analysis of EUA and CER,
Xing Yang, Yi-ting Ye, Jia-wen Li and Jun-long Mi, in International Journal of Low-Carbon Technologies (2023)
Keywords: variable structure dependence, time-varying dependence, price fluctuation of EUAs and CERs

Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model,
Jian Liu, Ziting Zhang, Lizhao Yan and Fenghua Wen, in Financial Innovation (2021)
Keywords: EUA, Economic policy uncertainty, GARCH-MIDAS, Volatility forecasting, Futures

EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis,
Julien Chevallier, in Economics Bulletin (2010)
Keywords: EUA, CER, Vector Autoregression, Impulse Response Function, Cointegration, Vector Error Correction Model, EU ETS, Price Discovery.

The assessment of the EU–US Open Skies Agreement: The counterfactual and other difficulties,
D.E. Pitfield, in Journal of Air Transport Management (2009)
Keywords: EU–US Open Skies; Economic and political assessment Actual impacts; Research data and needs;

Assessing price clustering in European Carbon Markets,
Fernando Palao and Angel Pardo, in Applied Energy (2012)
Keywords: Clustering; Price; EUA; ECX;

EMISSION MARKETS IN THE EUROPEAN UNION: FUNDAMENTALS AND PRICE FORMATION PROCESS,
Antonio Erias Rey and Jesús Ángel Dopico Castro, in Revista Galega de Economía (2011)
Keywords: Transferable emissions permits (PET), Carbon emission markets, European Union Emissions Trading System (EU-ETS), European Union Allowances (EUA).

The economic and social impact of public procurement on the EU’s internal market,
Andreea Dragoi, in Revista de Economie Mondiala / The Journal of Global Economics (2012)
Keywords: public procurement, e-procurement, Europe 2020 Strategy

The economics of the EU’s corporate-insolvency law and the quest for harmonisation by market forces,
Oren Sussman, from Oxford Financial Research Centre (2005)

An economic view of carbon allowances market,
Marius-Cristian Frunza and Dominique Guegan, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
Keywords: Carbon; Normal Inverse Gaussian; CER; EUA; Swap

Derivative pricing and hedging on Carbon Market,
Marius-Cristian Frunza and Dominique Guegan, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
Keywords: Carbon; Normal Inverse Gaussian; CER; EUA; swap

Brexit and Canada: Stopgap Solutions for the EU–Canada Comprehensive Economic and Trade Agreement (CETA) or a New Beginning?,
Nanette Neuwahl, in International Studies (2021)
Keywords: Trade; Brexit; Canada; CETA; EU–UK Partnership Agreement; UK–Canada Trade Continuity Agreement; level playing field; state aids; taking back control

London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS,
Martin Stefan and Claudia Wellenreuther, in Economics Letters (2020)
Keywords: Carbon; Price discovery; EUA; Futures markets; ETS;

Aftermath of the VAT fraud on carbon emissions markets,
Marius‐Cristian Frunza, in Journal of Financial Crime (2013)
Keywords: EUA, VAT, Carbon, Money laundering, Financial crime

Speculative and hedging activities in the European carbon market,
Julio J. Lucia, Maria Mansanet-Bataller and Ángel Pardo, in Energy Policy (2015)
Keywords: Derivatives; EUA; ECX; Open interest; Trading volume;

Does carbon price volatility affect European stock market sectors? A connectedness network analysis,
Aydin Aslan and Peter N. Posch, in Finance Research Letters (2022)
Keywords: EU ETS; EUA; Connectedness network; Volatility spillover;

On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature,
Maria Mansanet-Bataller and Angel Pardo, from HAL (2023)
Keywords: arbitrage,diversify,EUA,financialisation,hedge,speculate

Derivative Pricing and Hedging on Carbon Market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2010)
Keywords: Carbon,Normal Inverse Gaussian,CER,EUA,swap.,Carbone,distribution NIG

Derivative pricing and hedging on carbon market,
Dominique Guegan and Marius-Cristian Frunza, from HAL (2009)
Keywords: Carbon,Normal Inverse Gaussian,swap.,CER,EUA,swap

Derivative pricing and hedging on carbon market,
Dominique Guegan and Marius-Cristian Frunza, from HAL (2009)
Keywords: swap,swap.,EUA,CER,Normal Inverse Gaussian,Carbon

Derivative Pricing and Hedging on Carbon Market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2010)
Keywords: Carbon,Normal Inverse Gaussian,CER,EUA,swap.,Carbone,distribution NIG

Derivative pricing and hedging on carbon market,
Dominique Guegan and Marius-Cristian Frunza, from HAL (2009)
Keywords: Carbon,Normal Inverse Gaussian,swap.,CER,EUA,swap

Derivative pricing and hedging on carbon market,
Dominique Guegan and Marius-Cristian Frunza, from HAL (2009)
Keywords: swap,swap.,EUA,CER,Normal Inverse Gaussian,Carbon

Derivative pricing and hedging on carbon market,
Dominique Guegan and Marius-Cristian Frunza, from HAL (2009)
Keywords: swap,swap.,EUA,CER,Normal Inverse Gaussian,Carbon

Market risk in carbon market: an empirical analysis of the EUA and sCER,
Bao-Jun Tang, Cheng Shen and Yi-fan Zhao, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2015)
Keywords: European Union Emission Trading System (EU ETS), Clean development mechanisms (CDM), Systematic risk, Expectations of returns,

Green Bond market vs. Carbon market in Europe: Two different trajectories but some complementarities,
Yves Rannou, Pascal Barneto and Mohamed Boutabba, from HAL (2020)
Keywords: Green Bond,European Allowances (EUA),Spillover effects,Asset Complementarity

London vs. Leipzig: Price Discovery of Carbon Futures during Phase III of the ETS,
Martin Stefan and Claudia Wellenreuther, from Center for Quantitative Economics (CQE), University of Muenster (2019)
Keywords: Carbon, Price Discovery, Information Leadership Share, EUA, Futures Markets, ETS

Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2010)
Keywords: Carbon,Carbone,Generalized Hyperbolic Distribution,CER,EUA,Swap,Value at Risk

Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2010)
Keywords: Carbon,Carbone,Generalized Hyperbolic Distribution,CER,EUA,Swap,Value at Risk

Risk assessment for a Structured Product Specific to the CO2 Emission Permits Market,
Marius-Cristian Frunza and Dominique Guegan, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
Keywords: Carbon; generalized hyperbolic distribution; value-at-risk; CER; EUA; Swap

EU’s Security Strategy,
Mihai Christopher Marian Radovici, in Romanian Economic Journal (2021)
Keywords: European Union, Internal Security Strategy, legislation

The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices,
Maciej Kostrzewski, in Central European Journal of Economic Modelling and Econometrics (2019)
Keywords: jump, jump-diffusion model, stochastic volatility, double exponential distribution, commodity markets

Estimating the 'value at risk' of EUA futures prices based on the extreme value theory,
Zhi-Fu Mi and Yue-Jun Zhang, from Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology (2010)
Keywords: EU ETS, Extreme Value Theory (EVT), Value at Risk (VaR), Carbon Market

Estimating the 'value at risk' of EUA futures prices based on the extreme value theory,
Zhi-Fu Mi and Yue-Jun Zhang, in International Journal of Global Energy Issues (2011)
Keywords: EU ETS; European Union Emissions Trading Scheme; EVT; extreme value theory; VaR; value at risk; carbon market; carbon trading; carbon emissions; CO2; carbon dioxide; carbon futures.

An economic view of carbon allowances market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2009)
Keywords: Carbon,Normal Inverse Gaussian,CER,EUA,swap.,swap,Carbone,distribution NIG

An economic view of carbon allowances market,
Marius-Cristian Frunza and Dominique Guegan, from HAL (2009)
Keywords: Carbon,Normal Inverse Gaussian,CER,EUA,swap.,swap,Carbone,distribution NIG

Statistical evidence of tax fraud on the carbon allowances market,
Marius-Cristian Frunza, Dominique Guegan and Antonin Lassoudière, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
Keywords: Carbon; EUA; energy; arbitrage pricing theory; switching regimes; hidden Markov Chain Model; forecast

Transformações Recentes da Economia Capitalista: Impactos sobre o Mundo do Trabalho nos EUA,
Daví Antunes, from University Library of Munich, Germany (2012)
Keywords: US Labor Market; Industry 4.0; Industrial Revolution; Labor Market Changes; Polarization; Inequality

Regulatory Stringency in Issuing Certified Emission Reductions and Price Effects in Secondary Markets,
Fei Yu, Patrick Grady and Robert Knipp, from University Library of Munich, Germany (2012)
Keywords: emission permits, EUA-sCER Spread, spot and future price dynamics, carbon derivatives

EU ETS market interactions: The case for multiple hypothesis testing approaches,
Mark Cummins, in Applied Energy (2013)
Keywords: EU Emissions Trading Scheme; EUAs; CERs; Vector autoregression; Granger causality; Multiple hypothesis testing;

Return and volatility linkages between CO2 emission and clean energy stock prices,
Anupam Dutta, Elie Bouri and Md Hasib Noor, in Energy (2018)
Keywords: EUA market; Clean energy stocks; Return and volatility linkages; VAR-GARCH models;

Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets,
Shaohui Zou and Tian Zhang, in Physica A: Statistical Mechanics and its Applications (2020)
Keywords: MF-DCCA method; EUA futures and CER futures; Relation between price and volume;

The New Insurance Distribution Regulation in the EU—A Critical Assessment from a Legal and Economic Perspective,
Thomas Köhne and Christoph Brömmelmeyer, in The Geneva Papers on Risk and Insurance - Issues and Practice (2018)
Keywords: insurance distribution, insurance intermediation, Insurance Distribution Directive (IDD), legal assessment, economic assessment, European insurance markets

Regulação, Concorrência e Inovações Financeiras: Quatro Décadas de Dinamismo, Euforia, Fragilidade Financeira e Crises no Sistema Financeiro dos EUA,
Everton Sotto Tibiriçá Rosa, from Curso de Ciencias Economicas da Universidade Federal de Goias - FACE (2014)
Keywords: financial innovations, depository institutions, capital markets, financial deregulation

THE EU’S BUDGETARY POLICY AND THE QUESTION OF A FAIR CONTRIBUTION,
Bjorn Paape and Iwona Kiereta, in Economics and Management (2009)
Keywords: EU budget, EU budget revenues and expenditures, budget revenue pillars

EU’s Governments Responsiveness in Inducing Efficiency and Innovation,
Ramona Țigănașu and Sorin Mazilu, in Ovidius University Annals, Economic Sciences Series (2019)
Keywords: governance, efficiency, innovation

Intensification of Macedonian Ideology at The EU’s Door,
Trendafil Mitev, in Godishnik na UNSS (2022)
Keywords: Neo-Macedonianism, ideology, nationalism, national interest, European integration

The EU’s Humanitarian Policy in Africa and Migration Crisis,
M. A. Kukartseva, in Outlines of global transformations: politics, economics, law (2019)

Geostrategy at the EU’s South-Eastern Gate,
I. Tózsa and J. Sallai, in Administrative Consulting (2018)

The EU’s Humanitarian Policy in Africa and Migration Crisis,
M. A. Kukartseva, in Outlines of global transformations: politics, economics, law (2018)

Carbon financial markets underlying climate risk management, pricing and forecasting: Fundamental analysis,
Adil El Amri, Rachid Boutti, Salah Oulfarsi, Florence Rodhain and Brahim Bouzahir, from HAL (2020)
Keywords: Fundamental analysis,European Union Emissions Trading Scheme,Clean Development Mechanism (CDM),Determinants of CO2 prices (EUA),Climate risk management.

EU Carbon Emissions Market Development and Its Impact on Penetration of Renewables in the Power Sector,
Marcin Rabe, Dalia Streimikiene and Yuriy Bilan, in Energies (2019)
Keywords: Emissions Trading System (EU ETS); European Allowance (EUA); carbon dioxide; renewable energy sources; regional power system planning

O BRASIL NA CRISE,
Lafaiete Neves, in Observatorio de la Economía Latinoamericana (2008)
Keywords: Brasil, crise, EUA, Bush

THE SANCTIONS IMPOSED TO RUSSIA AND THEIR CONSEQUENCES ON EU ENERGY TRADE,
Andreea - Emanuela Drăgoi, in Euroinfo (2023)
Keywords: war in Ukraine, EU’s sanctions against Russia, EU’s energy ban, EU energy policy, energy security

Carbon and inflation,
Ángel Pardo, in Finance Research Letters (2021)
Keywords: EUAs; HICP; Inflation hedge;

The wages of reconstruction – the EU’s new budget and the public service staff shortage crisis on the EU’s eastern periphery1,
Imre G. Szabó, in Transfer: European Review of Labour and Research (2022)

Rolling over EUAs and CERs,
Oscar Carchano, Vicente Medina Martínez and Ángel Pardo Tornero, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2012)
Keywords: Rollover date, futures contracts, European Union Allowances, Certified Emission Reductions

Is the EUA a new asset class?,
Vicente Medina and Angel Pardo, in Quantitative Finance (2013)

Statistical evidence of tax fraud on the carbon allowances market,
Marius-Cristian Frunza, Dominique Guegan and Antonin Lassoudière, from HAL (2010)
Keywords: Carbon,EUA,energy,Arbitrage Pricing Theory,Switching regimes,hidden Markov Chain Model,forecast,Carbone,Energie,modèle APT,modèle de Markov,prévision

Statistical evidence of tax fraud on the carbon allowances market,
Marius-Cristian Frunza, Dominique Guegan and Antonin Lassoudière, from HAL (2010)
Keywords: Carbon,EUA,energy,Arbitrage Pricing Theory,Switching regimes,hidden Markov Chain Model,forecast,Carbone,Energie,modèle APT,modèle de Markov,prévision

The Western Balkans Policy of the EU Within the Framework of Domino Theory,
I.dris Turan and Ekrem Yas¸ar Akçay, in India Quarterly: A Journal of International Affairs (2019)
Keywords: European Union; Balkans; domino theory; Stability; EU’s Balkans policy

THE INTEGRATION OF RENEWABLE ENERGY IN EU: CHALLENGES AND PERSPECTIVES OF THE GREEN TRANSITION,
Andreea-Emanuela Drăgoi, Paul Calanter and Anca - Cătălina Dragomir, in Euroinfo (2024)
Keywords: renewable energy, EU’s energy policy, energy security, green transition

Wavelet packet transforms analysis applied to carbon prices,
Julien Chevallier, in Economics Bulletin (2011)
Keywords: Carbon Price, EUA, CER, Wavelet

Reflections on Research, Creativity and Innovation as Pillars in Enhancing the EU’s Convergence Process,
Ţigănaşu Ramona, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: research, creativity, innovation, human capital, convergence

THE INFLUENCE OF THE EU’S NEW LEGAL PERSONALITY ON ITS LEGAL SYSTEM,
Nikolay Marin, in Economics and Management (2010)
Keywords: legal personality of the international organizations, juridical personality of the EU, legal system of the EU

EU’s road transport sector in the context of green economy,
Alina Zaharia, in International Conference on Competitiveness of Agro-food and Environmental Economy Proceedings (2015)
Keywords: emissions, energy consumption, green economy, road transport sector

Hybrid foreign policies in the EU’s Eastern flank: adaptive diplomacy,
Péter Kacziba and Barış Hasan, in Eastern Journal of European Studies (2022)
Keywords: foreign policy, multipolarity, balancing, bandwagoning, hedging, European Union,