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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
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Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
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Price Drivers and Structural Breaks in European Carbon Prices 2005-2007
Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - 2014
This article aims at characterizing the daily price fundamentals of European Union Allowances (EUAs) traded since 2005 … events that drive allowance price changes …
Persistent link: https://www.econbiz.de/10014219049
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European Carbon Prices Fundamentals in 2005-2007 : The Effects of Energy Markets, Temperatures and Sectorial Production
Alberola, Emilie; Chevallier, Julien; Chèze, Benoît - 2014
This article aims at characterizing the daily price fundamentals of European Union Allowances (EUAs) traded since 2005 … gives a better grasp of institutional and market events that drive allowance price changes …
Persistent link: https://www.econbiz.de/10014221321
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European Carbon Prices and Banking Restrictions : Evidence from Phase I (2005-2007)
Alberola, Emilie; Chevallier, Julien - 2014
The price of European Union Allowances (EUAs) has been declining at far lower levels than expected during Phase I (2005 … between 2007 and 2008, which undermined the ability of the EU ETS to provide an efficient price signal for emissions abatement …. Based on a Hotelling-CAPM type analysis, our results suggest EUA spot prices do not meet equilibrium conditions in the …
Persistent link: https://www.econbiz.de/10014221322