Modelling Correlation in Carbon and Energy Markets
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Cited by:
- Galinato, Suzette P. & Yoder, Jonathan K. & Granatstein, David, 2011.
"The economic value of biochar in crop production and carbon sequestration,"
Energy Policy, Elsevier, vol. 39(10), pages 6344-6350, October.
- Suzette P. Galinato & Jonathan K. Yoder & David Granatstein, 2010. "The Economic Value of Biochar in Crop Production and Carbon Sequestration," Working Papers 2010-3, School of Economic Sciences, Washington State University.
- Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018.
"Cross-commodity news transmission and volatility spillovers in the German energy markets,"
Journal of Banking & Finance, Elsevier, vol. 95(C), pages 231-243.
- Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016. "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers 2016:2, Lund University, Department of Economics, revised 11 Oct 2017.
- Yu, Jongmin & Mallory, Mindy L., 2014. "Exchange rate effect on carbon credit price via energy markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 145-161.
- Rowan Adams & Tooraj Jamasb, 2016.
"Optimal Power Generation Portfolios with Renewables: An Application to the UK,"
Working Papers
EPRG 1620, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Adams, R. & Jamasb, J., 2016. "Optimal Power Generation Portfolios with Renewables: An Application to the UK," Cambridge Working Papers in Economics 1646, Faculty of Economics, University of Cambridge.
- Nicolas Koch, 2014. "Dynamic linkages among carbon, energy and financial markets: a smooth transition approach," Applied Economics, Taylor & Francis Journals, vol. 46(7), pages 715-729, March.
- repec:eco:journ1:2014-03-21 is not listed on IDEAS
- Ren� Carmona & Michael Coulon & Daniel Schwarz, 2012.
"The valuation of clean spread options: linking electricity, emissions and fuels,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1951-1965, December.
- Rene Carmona & Michael Coulon & Daniel Schwarz, 2012. "The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels," Papers 1205.2302, arXiv.org.
- Themistoclis Pantos & Stathis Polyzos & Aggelos Armenatzoglou & Ilias Kampouris, 2019. "Volatility Spillovers in Electricity Markets: Evidence from the United States," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 131-143.
- Michael G. Pollitt, 2019.
"The European Single Market in Electricity: An Economic Assessment,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 55(1), pages 63-87, August.
- Michael G. Pollitt, 2018. "The European Single Market in Electricity: An Economic Assessment," Working Papers EPRG 1815, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Pollitt, M., 2018. "The European Single Market in Electricity: An Economic Assessment," Cambridge Working Papers in Economics 1832, Faculty of Economics, University of Cambridge.
- Oscar Carchano & Vicente Medina Martínez & Ángel Pardo Tornero, 2012. "Rolling over EUAs and CERs," Working Papers. Serie AD 2012-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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Keywords
EU-ETS; Natural Gas; Fuel-Switching; Dynamic Conditional Correlation;All these keywords.
JEL classification:
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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