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Modelling Correlation in Carbon and Energy Markets

Author

Listed:
  • Philipp Koenig

    (Electricity Policy Research Group Faculty of Economics University of Cambridge)

Abstract

No abstract is available for this item.

Suggested Citation

  • Philipp Koenig, 2011. "Modelling Correlation in Carbon and Energy Markets," Working Papers EPRG 1107, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    • Handle: RePEc:enp:wpaper:eprg1107
    as

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    File URL: https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-wp1107.pdf
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    Citations

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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. repec:eco:journ1:2014-03-21 is not listed on IDEAS
    7. 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.
    8. 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.
    9. 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.
    10. 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).

    More about this item

    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)

    Statistics

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