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~subject:"CO2 emissions"
~subject:"EU Emission Trading System"
~subject:"EU emission trading scheme (EU ETS)"
~type_genre:"Arbeitspapier"
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1
Financial Implications of the
EU
Emission
Trading
System : an analysis of wavelet coherence and volatility spillovers
De Ponti, Pietro
;
Romagnoli, Matteo
-
2022
We study the European Union's Emission Trading System (EU ETS) from a financial perspective. Using ARMA-eGARCH filtered volatilities, we first discuss the evolution of the volatility of EU ETS allowances' returns from 2008 to 2021. Second, we study the degree of co-movement and interdependence...
Persistent link: https://www.econbiz.de/10013361266
Saved in:
2
Pollution permits and financing costs
Antoniou, Fabio
;
Delēs, Manthos D.
;
Ongena, Steven
; …
-
2020
. Our empirical analysis exploits the dichotomy created by phase III of the
EU
Emission
Trading
System, designed to increase …
Persistent link: https://www.econbiz.de/10012421274
Saved in:
3
Pollution permits and financing costs
Antoniou, Fabio
;
Delēs, Manthos D.
;
Ongena, Steven
; …
-
2020
Persistent link: https://www.econbiz.de/10012385238
Saved in:
4
National climate policies in times of the European Union Emissions Trading System (EU ETS)
Burmeister, Johannes
;
Peterson, Sonja
-
2016
Given that the carbon price in the EU Emissions Trading System is only around 5€/tCO2 while consensus about a more stringent EU climate policy is very unlikely in the near future, we explore the potential scope and optimal design of additional national climate policies in the current EU policy...
Persistent link: https://www.econbiz.de/10011546601
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