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2020Finance Research LettersCarbon and inflationÁngel Pardo
2019Energy Economics: Vol. 81A conditional dependence approach to CO2-energy price relationshipsJulien Chevallier, Duc Khuong Nguyen, Juan Carlos Reboredo
2019International Journal of Ecology: Vol. 08, Issue 02Literature Review on Pricing of Initial Discharge Right of Sewage丽娜 王
2019Climate Policy: Vol. 19, Issue 5The roles of network embeddedness, market incentives, and slack resources in the adoption of clean technologies by firms in developing countriesNaeem Ashraf, Breeda Comyns, Ghulam Ali Arain, Zeeshan Ahmed Bhatti
2019Technological Forecasting and Social Change: Vol. 139Disentangling the drivers of carbon prices in China's ETS pilots — An EEMD approachJia Xu, Xiujie Tan, Gang He, Yu Liu
2019Advances in Climate Change Research: Vol. 10, Issue 1Recognition and analysis of potential risks in China's carbon emission trading marketsMao-Zhi DENG, Wen-Xiu ZHANG
2019Energies: Vol. 12, Issue 9China’s Carbon Market Development and Carbon Market Connection: A Literature ReviewYifei Hua, Feng Dong
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
2018Chinese Journal of Population Resources and Environment: Vol. 16, Issue 2Carbon trading thickness and market efficiency in a socialist market economyQian Wang, Sitong Wu
2017Energy Policy: Vol. 107Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016Bangzhu Zhu, Dong Han, Julien Chevallier, Yi-Ming Wei
2017Annals of Operations Research: Vol. 255, Issue 1-2Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switchingJulien Chevallier, Stéphane Goutte
2017Renewable and Sustainable Energy Reviews: Vol. 69Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility modelsMawuli Segnon, Thomas Lux, Rangan Gupta
2017Energy Policy: Vol. 103What policy adjustments in the EU ETS truly affected the carbon prices?Ying Fan, Jun-Jun Jia, Xin Wang, Jin-Hua Xu
2017Journal of Cleaner Production: Vol. 142A big data study on emitting companies' performance in the first two phases of the European Union Emission Trading SchemeYin-Peng Liu, Jian-Feng Guo, Ying Fan
2016Applied Energy: Vol. 173The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysisJun-Jun Jia, Jin-Hua Xu, Ying Fan
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
2016The European Journal of Finance: Vol. 22, Issue 10Pricing derivatives with modeling CO2emission allowance using a regime-switching jump diffusion model: with regime-switching risk premiumChang-Yi Li, Son-Nan Chen, Shih-Kuei Lin
2016Journal of Public Policy: Vol. 36, Issue 1Carbon allowances and the demand for offsets: a comprehensive assessment of imperfect substitutesNoah C. Dormady, Gabriel Englander
2015Energy Policy: Vol. 82Banking and back-loading emission permitsCorinne Chaton, Anna Creti, Benoît Peluchon
2015SSRN Electronic JournalRisk Premia in Carbon and Energy Futures MarketsChristel Merlin Kuate Kamga, Kathi Schlepper
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 marketRita Sousa, Luís Aguiar-Conraria
2015Journal of International Financial Markets, Institutions and Money: Vol. 36Arbitrage opportunities and feedback trading in emissions and energy marketsFrankie Chau, Jing-Ming Kuo, Yukun Shi
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
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 SchemeJohn Hua Fan, Eduardo Roca, Alexandr Akimov
2014SSRN Electronic JournalArbitrage Opportunities and Feedback Trading in Emissions and Energy MarketsFrankie Chau, Jing-Ming Kuo, Yukun Shi
2014Journal of Economics and Finance: Vol. 38, Issue 2An empirical analysis of the Carbon Financial InstrumentOmid Sabbaghi, Navid Sabbaghi
2013Applied Mechanics and Materials: Vol. 397-400Tail Dependence Structure between Carbon Emission Allowances Returns Based on CopulasDe Dong Zhuang
2013Applied Energy: Vol. 109Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategiesJarrod Crossland, Bin Li, Eduardo Roca
2013International Journal of Applied Logistics: Vol. 4, Issue 4Carbon Price DriversJulien Chevallier
2013Journal of Empirical Finance: Vol. 24Modeling the relationship between European carbon permits and certified emission reductionsGary Koop, Lise Tole
2013Energy Policy: Vol. 56Modelling the price spread between EUA and CER carbon pricesFatemeh Nazifi
2013Empirical Economics: Vol. 45, Issue 3Futures price dynamics of CO2 emission allowancesMarcel Gorenflo
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
2012SSRN Electronic JournalBanking of Surplus Emissions Allowances: Does the Volume Matter?Karsten Neuhoff, Anne Schopp, Rodney Boyd, Kateryna Stelmakh, Alexander Vasa
2012SSRN Electronic JournalCarbon Emission Permit Price Volatility Reduction via Financial OptionsLi Xu, Shijie Deng, Valerie Thomas
2011Environmental Economics and Policy Studies: Vol. 13, Issue 3CO2 emission allowances and other fuel markets interactionCarlos Pinho, Mara Madaleno
2011Resource and Energy Economics: Vol. 33, Issue 4Options introduction and volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévi
2011Energy Economics: Vol. 33, Issue 1Detecting instability in the volatility of carbon pricesJulien Chevallier
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 JournalCo-Movements between Carbon, Energy and Financial Markets: A Multivariate GARCH ApproachNicolas Koch
2011SSRN Electronic JournalCarbon Price Drivers: An Updated Literature ReviewJulien Chevallier
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 JournalModeling the Price Spread between the EUA and the CER Carbon PricesFatemeh Nazifi
2010SSRN Electronic JournalThe Effect of Allowance Allocations on Cap-and-Trade System PerformanceRobert W. Hahn, Robert N. Stavins
2010SSRN Electronic JournalThe Effect of Allowance Allocations on Cap-and-Trade System PerformanceRobert W. Hahn, Robert N. Stavins
2010SSRN Electronic JournalThe Effect of Allowance Allocations on Cap-and-Trade System PerformanceRobert W. Hahn, Robert N. Stavins
2009SSRN Electronic JournalOptions Introduction and Volatility in the EU ETSJulien Chevallier, Yannick Le Pen, Benoît Sévi
2009SSRN Electronic JournalOn the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and ForecastingJulien Chevallier, Benoît Sévi
2009SSRN Electronic JournalDoes Expected Supply Affect the Price of Emission Permits? Evidence from Phase I in the European SystemAndrea Beltratti, Paolo Colla, Anna Creti


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