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Correlations and volatility spillovers between the carbon trading price and Bunker index for the maritime industry
Chou, Ming-Tao; Lu, Cherie - In: Review of economics & finance 6 (2016) 4, pp. 93-101
Persistent link: https://www.econbiz.de/10011577100
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Complex causalities between the carbon market and the stock markets for energy intensive industries in China
Sun, Xiaotian; Fang, Wei; Gao, Xiangyun; An, Haizhong; … - In: International review of economics & finance : IREF 78 (2022), pp. 404-417
Persistent link: https://www.econbiz.de/10013334582
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The impact of carbon policies on supply chain network equilibrium : carbon trading price, carbon tax and low-carbon product subsidy perspectives
Caiquan, Duan; Yao, Fengmin; Guo, Xiangyu; Yu, Hui; … - In: International journal of logistics : research and … 27 (2024) 7, pp. 1251-1275
Persistent link: https://www.econbiz.de/10014554105
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Explaining European Emission Allowance Price Dynamics: Evidence from Phase II
Rickels, Wilfried; Görlich, Dennis; Oberst, Gerrit - Institut für Weltwirtschaft (IfW) - 2010
In 2005, the European Emission Trading Scheme (EU-ETS) established a new commodity: the right to emit a ton of CO2 (EUA). Since its launch, the corresponding price has shown rather turbulent dynamics, including nervous reactions to policy announcements and a price collapse after a visible...
Persistent link: https://www.econbiz.de/10008682210
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The impact of phase II of the EU ETS on the electricity-generation sector.
Ahamada, Ibrahim; Kirat, Djamel - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
This paper addresses the economic impact of the European Union Emission Trading Scheme (EU ETS) for carbon on wholesale electricity prices in France and Germany during the Kyoto commitment period (2008-2012). Specifically, we use first identify a structural break occurred on the carbon spot...
Persistent link: https://www.econbiz.de/10009493569
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Explaining European emission allowance price dynamics: Evidence from Phase II
Rickels, Wilfried; Görlich, Dennis; Oberst, Gerrit - 2010
In 2005, the European Emission Trading Scheme (EU-ETS) established a new commodity: the right to emit a ton of CO2 (EUA). Since its launch, the corresponding price has shown rather turbulent dynamics, including nervous reactions to policy announcements and a price collapse after a visible...
Persistent link: https://www.econbiz.de/10010277990
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Carbon price dynamics: Evidence from Phase II of the European Emission Trading Scheme
Rickels, Wilfried; Görlich, Dennis; Oberst, Gerrit; … - 2012
In this paper we empirically investigate potential determinants of allowance (EUA) price dynamics in the European Union Emission Trading Scheme (EU ETS) during Phase II. In contrast to previous papers, we analyze a significantly longer time series, place particular emphasis on the importance of...
Persistent link: https://www.econbiz.de/10010290042
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Interaction of European Carbon Trading and Energy Prices
Bunn, Derek W.; Fezzi, Carlo - 2007
This paper addresses the economic impact of the EU Emission Trading Scheme for carbon on wholesale electricity and gas prices. Specifically, we analyse the mutual relationships between electricity, gas and carbon prices in the daily spot markets in the United Kingdom. Using a structural...
Persistent link: https://www.econbiz.de/10010312547
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Understanding volatility dynamics in the EU-ETS market: lessons from the future
SANIN, Maria Eugenia; VIOLANTE, Francesco - Center for Operations Research and Econometrics (CORE), … - 2009
In this paper we study the short term price behavior of December 2008 future prices for EU emission allowances. We model returns and volatility dynamics of this price showing that a standard ARMA-GARCH framework is not adequate and that the gaussianity assumption is rejected due to the...
Persistent link: https://www.econbiz.de/10008494369
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Interaction of European Carbon Trading and Energy Prices
Bunn, Derek W.; Fezzi, Carlo - Fondazione ENI Enrico Mattei (FEEM) - 2007
This paper addresses the economic impact of the EU Emission Trading Scheme for carbon on wholesale electricity and gas prices. Specifically, we analyse the mutual relationships between electricity, gas and carbon prices in the daily spot markets in the United Kingdom. Using a structural...
Persistent link: https://www.econbiz.de/10005570346