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Detecting instability in the volatility of carbon prices

Chevallier, Julien - In: Energy economics 33 (2011) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10009262002

Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots

Chang, Kai; Chen, Rongda; Chevallier, Julien - In: Energy economics 75 (2018), pp. 249-260

Persistent link: https://www.econbiz.de/10011974318

Flexibility in the market for international carbon credits and price dynamics difference with European allowances

Gavard, Claire; Kirat, Djamel - In: Energy economics 76 (2018), pp. 504-518

Persistent link: https://www.econbiz.de/10011976717

Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?

Wang, Jiqian; Guo, Xiaozhu; Tan, Xueping; Chevallier, Julien - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437106

Flexibility in the Market for International Carbon Credits and Price Dynamics Difference with European Allowances

Gavard, Claire - 2015

We analyze the price dynamics of European allowances and international carbon credits in the second phase of the European carbon market. We develop and use a model combining fundamental drivers associated with the demand for quotas by installations and risk-return considerations related to the...

Persistent link: https://www.econbiz.de/10013029514