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Why do carbon prices and price volatility change?

Ibrahim, Boulis Maher; Kalaitzoglou, Iordanis Angelos - In: Journal of banking & finance 63 (2016), pp. 76-94

Persistent link: https://www.econbiz.de/10011634175

Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)

Zeitlberger, Alexander C. M.; Brauneis, Alexander - In: Central European journal of operations research : CEJOR … 24 (2016) 1, pp. 149-176

Persistent link: https://www.econbiz.de/10011665786

Auctioning C02 emission allowances in Europe : a time series analysis of equilibrium prices

Bosco, Bruno - 2020

Persistent link: https://www.econbiz.de/10012320323

The impact of economic policy uncertainties on the volatility of European carbon market

Dai, Peng-Fei; Xiong, Xiong; Toan Luu Duc Huynh; Wang, … - In: Journal of commodity markets 26 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013453831

Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China

Zhao, Lili; Liu, Wenhua; Zhou, Min; Wen, Fenghua - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013459821

Extreme Price Spillovers Among Crude Oil, Carbon Emission Allowance and Agriculture Futures Markets : New Evidence From Quantile-Frequency Spillover Analysis

Wang, Yizhi; Wei, Yu; Vigne, Samuel A.; Ma, Zhenyu - 2022

Fossil energy consumption, carbon emission and agriculture plants are three critical poles of global environmental protection. Thus, the prices of crude oil, carbon emission allowance and agriculture commodity futures should be closely connected for their inherent fundamental nexus and...

Persistent link: https://www.econbiz.de/10013491778

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

Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events

Wu, Xinyu; Jiang, Zhengting - In: Energy economics 126 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014483676

The stock market effects of committing and setting GHG targets : evidence from the science-based initiative

Guerrero-Escobar, Santiago; Hernández del Valle, Gerardo; … - 2023

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

Persistent link: https://www.econbiz.de/10014438864

Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China

Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443

Persistent link: https://www.econbiz.de/10014381870