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2024SSRN Electronic JournalThe Puzzle of Carbon Allowance SpreadMichele Azzone, Roberto Baviera, Pietro Manzonihttp://dx.doi.org/10.2139/ssrn.4731338
2024International Journal of Finance & EconomicsRisk spillover measurement of carbon trading market considering susceptible factors: A network perspectiveQingli Dong, Lanlan Lian, Qichuan Jianghttp://dx.doi.org/10.1002/ijfe.2928
2023Frontiers in Energy Research: Vol. 11Re-examining the efficiency of the EU carbon futures market in phase Ⅱ: price discovery and intertemporal arbitrageZili Xi, Huanxue Pan, Tao Qinhttp://dx.doi.org/10.3389/fenrg.2023.1236488
2023Energy & Environment: Vol. 34, Issue 7Ineffectiveness of carbon cap-and-trade marketYu Yan, Yiming Lei, Yuyang Tang, Xufeng Zhaohttp://dx.doi.org/10.1177/0958305X221105268
2023Ecological Economics: Vol. 214Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETSMohammadehsan Eslahi, Paolo Mazzahttp://dx.doi.org/10.1016/j.ecolecon.2023.107985
2021Energy Economics: Vol. 101The inconvenience yield of carbon futuresFernando Palao, Ángel Pardohttp://dx.doi.org/10.1016/j.eneco.2021.105461
2021Energy Economics: Vol. 96Does weather, or energy prices, affect carbon prices?Jonathan A. Batten, Grace E. Maddox, Martin R. Younghttp://dx.doi.org/10.1016/j.eneco.2020.105016
2021Frontiers in Energy Research: Vol. 9Research on the Correlation Between WTI Crude Oil Futures Price and European Carbon Futures PriceZhengwei Ma, Yuxin Yan, Ruotong Wu, Feixiao Lihttp://dx.doi.org/10.3389/fenrg.2021.735665
2021Journal of Economic Dynamics and Control: Vol. 125Emissions trading with rolling horizonsSimon Quemin, Raphaël Trotignonhttp://dx.doi.org/10.1016/j.jedc.2021.104099
2020Environmental Science and Pollution Research: Vol. 27, Issue 35The spillover effects of China’s regional environmental markets to local listed firms: a risk Granger causality approachShujin Zhu, Yiding Tang, Xingzhi Qiao, Cheng Peng, Dan Lihttp://dx.doi.org/10.1007/s11356-020-10320-2
2020Finance Research Letters: Vol. 32Risk measurement of international carbon market based on multiple risk factors heterogeneous dependenceChen Zhang, Yu Yang, Po Yunhttp://dx.doi.org/10.1016/j.frl.2018.12.031
2020Euro-Mediterranean Journal for Environmental Integration: Vol. 5, Issue 2On the impacts of allowance banking and the financial sector on the EU Emissions Trading SystemSotirios Dimos, Eleni Evangelatou, Dimitris Fotakis, Andreas Mantis, Angeliki Mathioudakihttp://dx.doi.org/10.1007/s41207-020-00167-x
2019Energies: Vol. 12, Issue 5Forecasting the Carbon Price Using Extreme-Point Symmetric Mode Decomposition and Extreme Learning Machine Optimized by the Grey Wolf Optimizer AlgorithmJianguo Zhou, Xuejing Huo, Xiaolei Xu, Yushuo Lihttp://dx.doi.org/10.3390/en12050950
2018International Journal of Finance & Economics: Vol. 23, Issue 4Carbon portfolio managementAlexander Afonin, Don Bredin, Keith Cuthbertson, Cal Muckley, Dirk Nitzschehttp://dx.doi.org/10.1002/ijfe.1620
2018International Environmental Agreements: Politics, Law and Economics: Vol. 18, Issue 5The erratic behaviour of the EU ETS on the path towards consolidation and price stabilityFederico Galán-Valdivieso, Elena Villar-Rubio, María-Dolores Huete-Moraleshttp://dx.doi.org/10.1007/s10784-018-9411-3

 

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