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2020Energy Economics: Vol. 90How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamicsNoah C. Dormady, Gabriel Englander
2020Physica A: Statistical Mechanics and its Applications: Vol. 555Stylized facts of the carbon emission market in ChinaKai Yan, Wei Zhang, Dehua Shen
2020Energy: Vol. 196Is flexible and dispatchable generation capacity rewarded in electricity futures markets? A multinational impact analysisPetr Spodniak, Valentin Bertsch
2020Sustainability: Vol. 12, Issue 14Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS PilotsDon Bredin, Éamonn Ó Ciagáin, Cal B. Muckley
2020Complexity: Vol. 2020Information Linkage between Carbon and Energy Markets: Multiplex Recurrence Network ApproachJeroen Bruggeman, Halit Gonenc
2020International Review of Economics & Finance: Vol. 67Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approachBangzhu Zhu, Liqing Huang, Lili Yuan, Shunxin Ye, Ping Wang
2020Emerging Markets Finance and Trade: Vol. 56, Issue 8Price Break Points and Impact Process Evaluation in the EU ETSJunjun Jia, Huaqing Wu, Xiaoxuan Zhu, Jingwei Li, Ying Fan
2020Science of The Total Environment: Vol. 723Scenario simulation of the EU carbon price and its enlightenment to ChinaZhao-Peng Li, Li Yang, Yi-Nan Zhou, Kai Zhao, Xiao-Ling Yuan
2020Euro-Mediterranean Journal for Environmental Integration: Vol. 5, Issue 2On the impacts of allowance banking and the financial sector on the EU Emissions Trading SystemNicolas Koch, Alexander Bassen
2019Journal of Business Economics and Management: Vol. 20, Issue 5VOLATILITY SPILLOVER AND DYNAMIC CORRELATION BETWEEN THE CARBON MARKET AND ENERGY MARKETSYufeng Chen, Fang Qu, Wenqi Li, Minghui Chen
2019Carbon Management: Vol. 10, Issue 2Carbon price forecasting models based on big data analyticsXueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang
2019Energy Procedia: Vol. 158Dynamic relationship between carbon price and coal price: perspective based on Detrended Cross-Correlation AnalysisXinghua Fan, Xuxia Li, Jiuli Yin
2019IOP Conference Series: Earth and Environmental Science: Vol. 237The dependence between European Union carbon market and crude oil market: A copula analysisZiping Du, Mianmian Feng
2019Carbon Management: Vol. 10, Issue 3Forecasting carbon price in the Western Climate Initiative market using Bayesian networksAbdollah Abdi, Sharareh Taghipour
2019Physica A: Statistical Mechanics and its Applications: Vol. 524Influencing factors and fluctuation characteristics of China’s carbon emission trading priceKaile Zhou, Yiwen Li
2018Energy Economics: Vol. 73Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading SchemeIvan Diaz-Rainey, Daniel J. Tulloch
2018Energy Policy: Vol. 118Estimating temperature effects on the Italian electricity marketSimona Bigerna
2018Sustainability: Vol. 10, Issue 3How Will Policies of China’s CO2 ETS Affect its Carbon Price: Evidence from Chinese Pilot RegionsBaochen Yang, Chuanze Liu, Zehao Gou, Jiacheng Man, Yunpeng Su
2018Sustainability: Vol. 10, Issue 6Pricing Industrial Discharge Quota (IDQ): A Model Reflecting Opportunity Cost of Performing Ecological ResponsibilitySotirios Dimos, Eleni Evangelatou, Dimitris Fotakis, Andreas Mantis, Angeliki Mathioudaki
2018Accounting & Finance: Vol. 58, Issue 3Information linkages between emission allowance and energy marketsEmma Schultz, John Swieringa
2018Sustainability: Vol. 10, Issue 11The Price Determinants of the EU Allowance in the EU Emissions Trading SchemeXiao Yue Lv, Ying Hui Jian, Chang Xin Xu
2018Physica A: Statistical Mechanics and its Applications: Vol. 509Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returnsSheng Fang, Xinsheng Lu, Jianfeng Li, Ling Qu
2018Petroleum Science: Vol. 15, Issue 2Factors affecting the pilot trading market of carbon emissions in ChinaYong Jiang, Ya-Lin Lei, Yong-Zhi Yang, Fang Wang
2018Journal of Cleaner Production: Vol. 198Information linkage, dynamic spillovers in prices and volatility between the carbon and energy marketsQiang Ji, Dayong Zhang, Jiang-bo Geng
2018Journal of Renewable and Sustainable Energy: Vol. 10, Issue 3Modeling of carbon credit prices using regime switching approachEthem Çanakoğlu, Esra Adıyeke, Semra Ağralı
2017Renewable and Sustainable Energy Reviews: Vol. 69Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility modelsXiaoqian Wen, Elie Bouri, David Roubaud
2017Energy Policy: Vol. 107Multiple bubbles in the European Union Emission Trading SchemeAnna Cretí, Marc Joëts
2017Economic Modelling: Vol. 62Can energy commodity futures add to the value of carbon assets?Eva A. Benz, Jördis Hengelbrock
2017Sustainability: Vol. 9, Issue 10An Analysis of Decision Factors on the Price of South Korea’s Certified Emission Reductions in Use of Vector Error Correction ModelJie Zhang, Lu Zhang
2017SSRN Electronic Journal Structural Breaks in Emission Allowance PricesAndrea Beltratti, Paolo Colla, Anna Creti
2017Low Carbon Economy: Vol. 08, Issue 04Literature Review of the Study of Carbon Emission RightsHuan Peng, Rui Jiang, Chaobo Zhou
2017Applied Energy: Vol. 208Dynamics of China’s carbon prices in the pilot trading phaseJohn Hua Fan, Neda Todorova
2017Carbon Management: Vol. 8, Issue 1Predicting European carbon emission price movementsKiHoon Hong, Hojin Jung, Minjae Park
2017Low Carbon Economy: Vol. 08, Issue 03External Shocks and the Law of Carbon Price Fluctuation—Based on the Framework of CWT and EEMDJuan C. Reboredo
2016Sustainability: Vol. 8, Issue 11Impacts on CO2 Emission Allowance Prices in China: A Quantile Regression Analysis of the Shanghai Emission Trading SchemeZhao Mengdi, Soo Keong Yong
2016Applied Stochastic Models in Business and Industry: Vol. 32, Issue 4On the Modeling ofCO2EUA and CER Prices of EU-ETS for the 2008-2012 PeriodÜlkü Gürler, Deniz Yenigün, Mine Çağlar, Emre Berk
2016SSRN Electronic Journal The Optimal Reduction Strategy for Enterprises with Combined Heat and Power TechnologyQingzhong Ren, Jing Xu, Songrui Guo
2016SSRN Electronic JournalThe New Zealand Emissions Trading Scheme De-Link from Kyoto: Impacts on Banking and PricesSuzi Kerr
2016SSRN Electronic JournalThe Optimal Carbon Emission Reduction Strategy for Enterprises with Combined Heat and Power TechnologyQingzhong Ren, Jing Xu, Songrui Guo
2016Journal of Cleaner Production: Vol. 112Does the carbon market help or hurt the stock price of electricity companies? Further evidence from the European contextYuan Tian, Alexandr Akimov, Eduardo Roca, Victor Wong
2016Energy Economics: Vol. 54Risk spillovers across the energy and carbon markets and hedging strategies for carbon riskYihan Zhou, Xing Yang, Jianling Shu
2016Applied Energy: Vol. 173The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysisBert Scholtens, Focko van der Goot
2016Journal of Public Policy: Vol. 36, Issue 1Carbon allowances and the demand for offsets: a comprehensive assessment of imperfect substitutesMaría Eugenia Sanin, Francesco Violante, María Mansanet-Bataller
2016Fractals: Vol. 24, Issue 01ASYMMETRIC-STRUCTURE ANALYSIS OF CARBON AND ENERGY MARKETSWilfried Ehrenfeld, Henry Dannenberg
2015Energy Economics: Vol. 51Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approachAngelica Gianfreda, Luigi Grossi
2015The Energy Journal: Vol. 36, Issue 3Electricity futures prices in an emissions constrained economy: Evidence from European power marketsGeorge Daskalakis, Lazaros Symeonidis, Raphael N. Markellos
2015SSRN Electronic JournalPolitics Matters: Regulatory Events as Catalysts for Price Formation Under Cap-and-TradeNicolas Koch, Godefroy Grosjean, Sabine Fuss, Ottmar Edenhofer
2015Energy Economics: Vol. 49An empirical analysis of energy cost pass-through to CO 2 emission pricesShawkat Hammoudeh, Amine Lahiani, Duc Khuong Nguyen, Ricardo M. Sousa
2015Energy Policy: Vol. 82Understanding volatility dynamics in the EU-ETS marketHenry Dannenberg, Wilfried Ehrenfeld
2015Carbon Management: Vol. 6, Issue 3-4Energy and carbon prices: a comparison of interactions in the European Union Emissions Trading Scheme and the Western Climate Initiative marketJohn Hua Fan, Eduardo Roca, Alexandr Akimov
2015Utilities Policy: Vol. 33European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementationCarlos J. Pereira Freitas, Patrícia Pereira da Silva
2015SSRN Electronic JournalThe Return and Volatility Spillover between Carbon Futures Market and Global Financial, Energy and Commodity Futures MarketsZiran Li, Mengchen Ji, Han Qiao, Shouyang Wang
2014SSRN Electronic JournalThe European Emissions Trading System (EU ETS): Ex-Post Analysis, the Market Stability Reserve and Options for a Comprehensive ReformBrigitte Knopf, Nicolas Koch, Godefroy Grosjean, Sabine Fuss, Christian Flachsland, Michael Pahle, Michael Jakob, Ottmar Edenhofer
2014Carbon Management: Vol. 5, Issue 5-6Carbon prices and firms' financial performance: an industry perspectiveBangzhu Zhu, Julien Chevallier
2014Advanced Materials Research: Vol. 962-965Calculation of B-S Model on Carbon Emission Right Transaction Price and Clean Development Mechanism Strategy of JiangsuMaria Mansanet Bataller, Ángel Pardo Tornero
2014Australian Journal of Management: Vol. 39, Issue 1Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading SchemeMustafa Yahşi, Ethem Çanakoğlu, Semra Ağralı
2013Annual Review of Resource Economics: Vol. 5, Issue 1The European Union Emissions Trading Scheme: Issues in Allowance Price Support and LinkageEmilie Alberola, Julien Chevallier
2013International Journal of Applied Logistics: Vol. 4, Issue 4Carbon Price DriversMawuli Segnon, Thomas Lux, Rangan Gupta
2013Energy Economics: Vol. 36Modeling EU allowances and oil market interdependence. Implications for portfolio managementJulien Chevallier
2013Energy Economics: Vol. 36Price determination in the EU ETS market: Theory and econometric analysis with market fundamentalsPiia Aatola, Markku Ollikainen, Anne Toppinen
2013Energy Economics: Vol. 36Valuing the carbon exposure of European utilities. The role of fuel mix, permit allocation and replacement investmentsJun-Jun Jia, Jin-Hua Xu, Ying Fan
2013Energy Economics: Vol. 35Quantitative analysis of energy marketsRita Sousa, Luís Aguiar-Conraria
2013The Electricity Journal: Vol. 26, Issue 5The European Energy Complex: An Integrated Market?Tengda Lu, Xieer Dai, Jun Chen, Ming Dai
2012Energy Economics: Vol. 34, Issue 1Integration of the global carbon marketsBruce Mizrach
2012SSRN Electronic JournalEU ETS Market Interactions: A Multiple Hypothesis Testing ApproachHua Xu, Minggang Wang, Weiguo Yang
2012SSRN Electronic JournalA Unified Analysis of Emissions and Energy Market Interactions Across the EUMark Cummins, Patrick o'Shea, Kieran Lyons
2012SSRN Electronic JournalEnergy Derivatives' Market DynamicsDon Bredin, Eamonn O Ciagain, Cal B. Muckley
2012Journal of Banking & Finance: Vol. 36, Issue 3Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysisJulien Chevallier, Yannick Le Pen, Benoît Sévi
2012Studies in Regional Science: Vol. 42, Issue 3Effect of Oil Price on Emissions Trading Market: VAR AnalysisYutaka ITO, Shunsuke MANAGI
2012Energy Economics: Vol. 34, Issue 1Modeling and explaining the dynamics of European Union Allowance prices at high-frequencyChristian Conrad, Daniel Rittler, Waldemar Rotfuß
2012Energy Economics: Vol. 34, Issue 1Carbon price drivers: Phase I versus Phase II equilibrium?Anna Creti, Pierre-André Jouvet, Valérie Mignon
2012SSRN Electronic JournalVerified Emissions and Stock Prices: Is There a Link? - An Empirical Analysis of the European Emission Trading SchemePeter Steffen Schmidt, Therese Werner
2012SSRN Electronic JournalPolicy Options to Stabilize the Carbon Price within the European Emissions Trading System: Framework for a Comparative AnalysisStefano Clò, Susan Elizabeth Battles, Pietro Zoppoli
2011Energy Economics: Vol. 33, Issue 2An emerging equilibrium in the EU emissions trading schemeDon Bredin, Cal Muckley
2011SSRN Electronic JournalCo-Movements between Carbon, Energy and Financial Markets: A Multivariate GARCH ApproachNicolas Koch
2011SSRN Electronic JournalPrice Discovery and Volatility Spillovers in the European Union Emissions Trading Scheme: A High-Frequency AnalysisDaniel Rittler
2011Environmental and Resource Economics: Vol. 49, Issue 3Market Power, Permit Allocation and Efficiency in Emission Permit MarketsBeat Hintermann
2011SSRN Electronic JournalPrice Impact of Block Trades: New Evidence from Downstairs Trading on the World's Largest Carbon Futures ExchangeGbenga Ibikunle, Andros Gregoriou, Naresh Pandit
2011SSRN Electronic JournalLiquidity Effects on Carbon Financial Instruments in the EU Emissions Trading Scheme: New Evidence from the Kyoto Commitment PhaseGbenga Ibikunle, Andros Gregoriou, Naresh Pandit
2011SSRN Electronic JournalCarbon Price Drivers: An Updated Literature ReviewJulien Chevallier
2011Greenhouse Gas Measurement and Management: Vol. 1, Issue 1Stochastic income statement planning as a basis for risk assessment in the context of emissions tradingMark Cummins
2011Resource and Energy Economics: Vol. 33, Issue 4Options introduction and volatility in the EU ETSWaldemar Rotfuss
2011Low Carbon Economy: Vol. 02, Issue 02The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon MarketsAndrew Lepone, Rizwan T Rahman, Jin Young Yang
2011Environmental Economics and Policy Studies: Vol. 13, Issue 3CO2 emission allowances and other fuel markets interactionCarlos Pinho, Mara Madaleno
2010SSRN Electronic JournalThe EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon MarketMaria Mansanet Bataller, Julien Chevallier, Morgan Hervé-Mignucci, Emilie Alberola
2010SSRN Electronic JournalIs the EUA a New Asset Class?Vicente Medina, Ángel Pardo Tornero
2010Applied Energy: Vol. 87, Issue 6An overview of current research on EU ETS: Evidence from its operating mechanism and economic effectYue-Jun Zhang, Yi-Ming Wei
2010SSRN Electronic JournalModeling the Price Spread between the EUA and the CER Carbon PricesBarry J. Anderson, Corrado Di Maria
2010SSRN Electronic JournalStochastic Income Statement Planning and Emissions TradingFrank J. Convery, Luke Redmond
2010SSRN Electronic JournalAbatement and Allocation in the Pilot Phase of the EU ETSLean Yu, Jingjing Li, Ling Tang, Shuai Wang
2010SSRN Electronic JournalIntegration of the Global Carbon MarketsBruce Mizrach
2009SSRN Electronic JournalIntraday Price Formation and Volatility in the European Union Emissions Trading Scheme: An Introductory AnalysisDon Bredin, Cal Muckley
2009SSRN Electronic JournalEuropean Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)
2009SSRN Electronic JournalDoes Expected Supply Affect the Price of Emission Permits? Evidence from Phase I in the European SystemWEI XU, GUANGXI CAO
2009SSRN Electronic JournalThe European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPsWaldemar Rotfuss, Christian Conrad, Daniel Rittler
2009SSRN Electronic JournalThe European Carbon Market in the Financial Turmoil: Some Empirics in Early Phase IIAnna Creti, Monica Bonacina, Simone Cozialpi
2009SSRN Electronic JournalCarbon Allowances as Inputs or Financial Assets: Lesson Learned from the Pilot Phase of the EU-ETSMonica Bonacina, Simone Cozialpi
2009SSRN Electronic JournalPricing CO2 Permits Using Approximation ApproachesGeorg Gruell, Ruediger Kiesel
2009SSRN Electronic JournalOptions Introduction and Volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévi
2008SSRN Electronic JournalPrice Discovery and Liquidity in the European CO2 Futures Market: An Intraday AnalysisPeter Molnnr, Sven Thies
2008SSRN Electronic JournalEU Emission Allowances and the Stock Market: Evidence from the Electricity IndustryUlrich Oberndorfer
2008SSRN Electronic JournalThe EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon PricesEmilie Alberola, Julien Chevallier, Benoît Chèze
2008SSRN Electronic JournalEU-ETS and Nordic Electricity: A CVAR ApproachHarrison G. Fell
2008SSRN Electronic JournalCO2 Prices and Portfolio ManagementMaria Mansanet Bataller, Ángel Pardo Tornero
2007SSRN Electronic JournalThe Effects of National Allocation Plans on Carbon MarketsWenjun Chu, Shanglei Chai, Xi Chen, Mo Du
2007SSRN Electronic JournalEuropean Carbon Prices Fundamentals in 2005-2007: The Effects of Energy Markets, Temperatures and Sectorial ProductionEmilie Alberola, Julien Chevallier, Benoît Chèze


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