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E3 impacts of domestic emissions trading regimes in liberalised energy markets : carbon leakage or double dividend?
Kletzan-Slamanig, Daniela; Köppl, Angela; Kratena, Kurt - 2002
Persistent link: https://www.econbiz.de/10011492709
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Price determinants in the EU ETS market : theory and econometric analysis with market fundamentals
Aatola, Piia; Ollikainen, Markku; Toppinen, Anne - In: Energy economics 36 (2013), pp. 380-395
Persistent link: https://www.econbiz.de/10009724681
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Estimating carbon leakage and the efficiency of border adjustments in general equilibrium : does sectoral aggregation matter?
Caron, Justin - In: Energy economics 34 (2012), pp. 111-126
Persistent link: https://www.econbiz.de/10009692876
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Market-based emissions regulation and industry dynamics
Fowlie, Meredith; Reguant, Mar; Ryan, Stephen - 2012
Persistent link: https://www.econbiz.de/10009697961
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Evaluation of dynamic pass-through of carbon prices into electricity prices : a cointegrated VECM analysis
Freitas, Carlos J. Pereira; Silva, Patricia Pereira da - In: International journal of public policy 9 (2013) 1/2, pp. 65-85
Persistent link: https://www.econbiz.de/10009756610
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Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary; Tole, Lise - In: Journal of empirical finance 24 (2013), pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
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Permit price dynamics in the US SO 2 trading program : a cointegration approach
Boutabba, Mohamed Amine; Beaumais, Olivier; Lardic, Sandrine - In: Energy economics 34 (2012) 3, pp. 714-722
Persistent link: https://www.econbiz.de/10009674261
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Essays on credit default swap and futures markets
Kuate Kamga, Christel Merlin - 2015
Persistent link: https://www.econbiz.de/10011449764
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Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models
Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015
This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...
Persistent link: https://www.econbiz.de/10011296114