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Modelling asymmetric dependence using copula functions: An application to value-at-risk in the energy sector

Bastianin, Andrea - 2009

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …

Persistent link: https://www.econbiz.de/10010279490

Oil price forecast evaluation with flexible loss functions

Bastianin, Andrea; Manera, Matteo; Markandya, Anil; … - 2011

The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

Persistent link: https://www.econbiz.de/10010279625

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

Manera, Matteo; Longo, Chiara; Markandya, Anil; Scarpa, … - 2007

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

Persistent link: https://www.econbiz.de/10010312337

A Fear Index to Predict Oil Futures Returns

Chevallier, Julien; Sévi, Benoît - 2013

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10010328680

Land competitiveness and leakage concerns and border carbon adjustments

Zhang, ZhongXiang - 2012

This paper provides a review of the literature on competitiveness and leakage concerns associated with differentiated climate abatement commitments among countries. The literature reviewed is not exhausted, but it is sufficient to provide a balanced view of both academics and policy circles....

Persistent link: https://www.econbiz.de/10010294262

Energy poverty alleviation and climate change mitigation: Is there a trade off?

Chakravarty, Shoibal; Tavoni, Massimo - 2013

Energy poverty alleviation has become an important political issue in the most recent years. Several initiatives and policies have been proposed to deal with poor access to modern sources of energy in many developing countries. Given the large number of people lacking basic energy services, an...

Persistent link: https://www.econbiz.de/10010294310

Macroeconomic impacts of the EU 30% GHG mitigation target

Bosello, Francesco; Campagnolo, Lorenza; Carraro, Carlo; … - 2013

The reduction of GHG emissions is one of the most important policy objectives worldwide. Nonetheless, concrete and effective measures to reduce them are hardly implemented. One of the main reasons for this deadlock is the fear that unilateral actions will reduce a country's competitiveness, and...

Persistent link: https://www.econbiz.de/10010294323

Carbon-based border tax adjustments and China's international trade: Analysis based on a dynamic computable general equilibrium model

Tang, Ling; Bao, Qin; Zhang, ZhongXiang; Wang, Shouyang - 2013

With large shares in global trade and carbon emissions, China's international trade is supposed to be significantly affected by the proposed carbon-based border tax adjustments (BTAs). This paper examines the impacts of BTAs imposed by the USA and EU on China's international trade, based on a...

Persistent link: https://www.econbiz.de/10010294337

Crossing the River by Feeling the Stones: The Case of Carbon Trading in China

Zhang, ZhongXiang - 2015

Putting a price on carbon is considered a crucial step for China's endeavor of harnessing the market forces to reduce its energy consumption and carbon emissions. Indeed, aligned with China's grand experiment with low-carbon provinces and low-carbon cities in six provinces and thirty-six cities,...

Persistent link: https://www.econbiz.de/10011307252

Carbon emissions trading in China: The evolution from pilots to a nationwide scheme

Zhang, ZhongXiang - 2015

The Chinese central government has approved the seven pilot carbon trading schemes. These seven pilot regions are deliberately selected to be at varying stages of development and are given considerable leeway to design their own schemes. These pilot trading schemes have features in common, but...

Persistent link: https://www.econbiz.de/10011307269

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