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Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks
Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - In: International review of economics & finance : IREF 92 (2024), pp. 626-645
Persistent link: https://www.econbiz.de/10014534941
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Changing electricity markets : quantifying the price effects of greening the energy matrix
Kohlscheen, Emanuel; Moessner, Richhild - 2022 - Original Version: June 2022, this version: July 2022
We analyse the drivers of European Power Exchange (EPEX) retail electricity prices between 2012 and early 2022 using machine learning. The agnostic random forest approach that we use is able to reduce in-sample root mean square errors (RMSEs) by around 50% when compared to a standard linear...
Persistent link: https://www.econbiz.de/10013262773
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Spillover effects in Chinese carbon, energy and financial markets
Cao, Guangxi; Xie, Fei; Ling, Meijun - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 416-434
Persistent link: https://www.econbiz.de/10013472800
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Dynamic Volatility Spillover Relationships between the Chinese Carbon and International Energy Markets from Extreme Climate Shocks
Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - 2023
other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and … transferred from the international gas (GAS) and crude oil (OIL) markets to the Chinese carbon market (GDC). The total volatility …, the Covid-19 outbreak, the COP 26 and the Russo-Ukrainian war have different effects on the volatility spillovers among …
Persistent link: https://www.econbiz.de/10014352774
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The impact of national carbon market establishment on risk transmission among carbon and energy markets in China : a systemic importance analysis
Xing, Xiaoyun; Chen, Ying; Wang, Xiuya; Li, Boyao; … - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014519743
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Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets
Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212
Persistent link: https://www.econbiz.de/10011662814
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Measuring the time-frequency spillover effect among carbon markets and shipping energy markets : a global perspective
Meng, Bin; Wei, Bangguo; Yang, Mo; Kuang, Haibo - In: Energy economics 128 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10015066550
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Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests
Ren, Xiaohang; Dou, Yue; Dong, Kangyin; Yan, Cheng - In: Applied economics 55 (2023) 38, pp. 4486-4509
Persistent link: https://www.econbiz.de/10014301253
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Renewable energy technologies and electricity forward market risks
Koolen, Derck; Bunn, Derek W.; Ketter, Wolfgang - In: The energy journal 42 (2021) 4, pp. 43-67
Persistent link: https://www.econbiz.de/10013170565
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Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque; Low, Soo Wah; Syed Mabruk Billah - In: Energy economics 127 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014490834