Electricity, carbon and weather in France: where do we stand ?
Author
Abstract
Suggested Citation
Note: View the original document on HAL open archive server: https://hal.science/hal-00340171
Download full text from publisher
References listed on IDEAS
- Considine, Timothy J., 2000. "The impacts of weather variations on energy demand and carbon emissions," Resource and Energy Economics, Elsevier, vol. 22(4), pages 295-314, October.
- Pardo, Angel & Meneu, Vicente & Valor, Enric, 2002. "Temperature and seasonality influences on Spanish electricity load," Energy Economics, Elsevier, vol. 24(1), pages 55-70, January.
- Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
- Bystrom, Hans N. E., 2005.
"Extreme value theory and extremely large electricity price changes,"
International Review of Economics & Finance, Elsevier, vol. 14(1), pages 41-55.
- Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
- Damien Demailly & Philippe Quirion, 2006.
"CO 2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: grandfathering versus output-based allocation,"
Climate Policy, Taylor & Francis Journals, vol. 6(1), pages 93-113, January.
- D. Demailly & P. Quirion, 2006. "CO2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: Grandfathering versus output-based allocation," Post-Print hal-00719269, HAL.
- Bollerslev, Tim, 1990. "Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 498-505, August.
- Tse, Y K & Tsui, Albert K C, 2002. "A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 351-362, July.
- Hauch, Jens, 2003. "Electricity trade and CO2 emission reductions in the Nordic countries," Energy Economics, Elsevier, vol. 25(5), pages 509-526, September.
- Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006.
"Multivariate GARCH models: a survey,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109, January.
- Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003. "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE 2003031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006. "Multivariate GARCH models: a survey," LIDAM Reprints CORE 1847, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jos Sijm & Karsten Neuhoff & Yihsu Chen, 2006.
"CO 2 cost pass-through and windfall profits in the power sector,"
Climate Policy, Taylor & Francis Journals, vol. 6(1), pages 49-72, January.
- Sijm, J. & Neuhoff, K. & Chen, Y., 2006. "CO2 cost pass through and windfall profits in the power sector," Cambridge Working Papers in Economics 0639, Faculty of Economics, University of Cambridge.
- Jos Sijm & Karsten Neuhoff & Yihsu Chen, 2006. "CO2 cost pass through and windfall profits in the power sector," Working Papers EPRG 0617, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Damien Demailly & Philippe Quirion, 2006.
"CO 2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: grandfathering versus output-based allocation,"
Climate Policy, Taylor & Francis Journals, vol. 6(1), pages 93-113, January.
- D. Demailly & P. Quirion, 2006. "CO2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: Grandfathering versus output-based allocation," Post-Print hal-00719269, HAL.
- Philippe Quirion & Damien Demailly, 2006. "CO2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: grandfathering versus output-based allocation," Post-Print hal-00119449, HAL.
- Worthington, Andrew & Kay-Spratley, Adam & Higgs, Helen, 2005. "Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis," Energy Economics, Elsevier, vol. 27(2), pages 337-350, March.
- De Vany, Arthur S. & Walls, W. David, 1999. "Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US," Energy Economics, Elsevier, vol. 21(5), pages 435-448, October.
- Damien Demailly & Philippe Quirion, 2006. "CO2 abatement, competitiveness and leakage in the European cement industry under the EU ETS: Grandfathering vs. output-based allocation," Post-Print halshs-00639327, HAL.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- M. Cummins, 2013. "Multiple comparisons problem: Recent advances applied to energy and emissions," Applied Economics Letters, Taylor & Francis Journals, vol. 20(9), pages 903-909, June.
- Fatemeh Nazifi, 2016. "The pass-through rates of carbon costs on to electricity prices within the Australian National Electricity Market," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 18(1), pages 41-62, January.
- Freitas, Carlos J. Pereira & Silva, Patrícia Pereira da, 2015. "European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation," Utilities Policy, Elsevier, vol. 33(C), pages 54-62.
- Moutinho, Victor & Vieira, Joel & Carrizo Moreira, António, 2011. "The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market," Energy Policy, Elsevier, vol. 39(10), pages 5898-5908, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Barry Anderson & Corrado Di Maria, 2011.
"Abatement and Allocation in the Pilot Phase of the EU ETS,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 48(1), pages 83-103, January.
- Corrado Di Maria & Barry Anderson & Frank Convery, 2009. "Abatement and Allocation in the Pilot Phase of the EU ETS," Working Papers 2009.110, Fondazione Eni Enrico Mattei.
- Anderson, Barry & Di Maria, Corrado & Convery, Frank J., 2009. "Abatement and Allocation in the Pilot Phase of the EU ETS," Sustainable Development Papers 55831, Fondazione Eni Enrico Mattei (FEEM).
- repec:dau:papers:123456789/6808 is not listed on IDEAS
- Sofiane Aboura & Julien Chevallier, 2014.
"Cross‐market spillovers with ‘volatility surprise’,"
Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 194-207, November.
- Aboura, Sofiane & Chevallier, Julien, 2014. "Cross-market spillovers with ‘volatility surprise’," Review of Financial Economics, Elsevier, vol. 23(4), pages 194-207.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with ‘Volatility Surprise’," EconomiX Working Papers 2014-46, University of Paris Nanterre, EconomiX.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers halshs-01052488, HAL.
- Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with 'Volatility Surprise'," Post-Print hal-01529770, HAL.
- Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2008.
"Testing the Hypothesis of Contagion Using Multivariate Volatility Models,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
- Marçal, Emerson F. & Valls Pereira, Pedro L., 2008. "Testing the Hypothesis of Contagion using Multivariate Volatility Models," MPRA Paper 15623, University Library of Munich, Germany.
- Pereira, Pedro L. Valls, 2009. "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão 174, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Dahiru A. Balaa & Taro Takimotob, 2017. "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 25-48, March.
- repec:ipg:wpaper:2014-469 is not listed on IDEAS
- Jun Yu & Renate Meyer, 2006.
"Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison,"
Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 361-384.
- Jun Yu & Renate Meyer, 2004. "Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison," Working Papers 23-2004, Singapore Management University, School of Economics.
- Jinye Zhao & Benjamin F. Hobbs & Jong-Shi Pang, 2010. "Long-Run Equilibrium Modeling of Emissions Allowance Allocation Systems in Electric Power Markets," Operations Research, INFORMS, vol. 58(3), pages 529-548, June.
- Branger, Frédéric & Quirion, Philippe, 2015.
"Reaping the carbon rent: Abatement and overallocation profits in the European cement industry, insights from an LMDI decomposition analysis,"
Energy Economics, Elsevier, vol. 47(C), pages 189-205.
- Frédéric Branger & Philippe Quirion, 2014. "Reaping the carbon rent: Abatement and overallocation profits in the European cement industry, insights from an LMDI decomposition analysis," Post-Print hal-01137935, HAL.
- Frédéric Branger & Philippe Quirion, 2014. "Reaping the Carbon Rent: Abatement and Overallocation Profits in the European Cement industry, Insights from an LMDI Decomposition Analysis," Working Papers 2014.10, FAERE - French Association of Environmental and Resource Economists.
- Branger, Frédéric & Quirion, Philippe, 2014. "Reaping the Carbon Rent: Abatement and Overallocation Profits in the European Cement Industry, Insights from an LMDI Decomposition Analysis," Climate Change and Sustainable Development 184453, Fondazione Eni Enrico Mattei (FEEM).
- Frédéric Branger & Philippe Quirion, 2014. "Reaping the Carbon Rent: Abatement and Overallocation Profits in the European Cement industry, Insights from an LMDI Decomposition Analysis," Policy Papers 2014.03, FAERE - French Association of Environmental and Resource Economists.
- Frédéric Branger & Philippe Quirion, 2014. "Reaping the Carbon Rent: Abatement and Overallocation Profits in the European Cement Industry, Insights from an LMDI Decomposition Analysis," Working Papers 2014.77, Fondazione Eni Enrico Mattei.
- Dimitrios Thomakos & Johannes Klepsch & Dimitris N. Politis, 2020. "Model Free Inference on Multivariate Time Series with Conditional Correlations," Stats, MDPI, vol. 3(4), pages 1-26, November.
- Lilian de Menezes & Melanie A. Houllier, 2013. "Modelling Germany´s Energy Transition and its Potential Effect on European Electricity Spot Markets," EcoMod2013 5395, EcoMod.
- Petrick, Sebastian & Wagner, Ulrich J., 2014.
"The impact of carbon trading on industry: Evidence from German manufacturing firms,"
Kiel Working Papers
1912, Kiel Institute for the World Economy (IfW Kiel).
- Wagner, Ulrich & Petrick, Sebastian, 2014. "The Impact of Carbon Trading on Industry: Evidence from German Manufacturing Firms," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100472, Verein für Socialpolitik / German Economic Association.
- Audrone Virbickaite & M. Concepción Ausín & Pedro Galeano, 2015. "Bayesian Inference Methods For Univariate And Multivariate Garch Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 76-96, February.
- Carlo Drago & Andrea Scozzari, 2022. "Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis," Papers 2202.02197, arXiv.org.
- Manuel Frondel & Christoph Schmidt & Colin Vance, 2012.
"Emissions trading: Impact on electricity prices and energy-intensive industries,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 47(2), pages 104-111, March.
- Frondel, Manuel & Schmidt, Christoph M. & Vance, Colin, 2008. "Emissions Trading: Impact on Electricity Prices and Energy-Intensive Industries," Ruhr Economic Papers 81, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Vera Zipperer & Misato Sato & Karsten Neuhoff, 2017.
"Benchmarks for Emissions Trading – General Principles for Emissions Scope,"
Discussion Papers of DIW Berlin
1712, DIW Berlin, German Institute for Economic Research.
- Misato Sato, Karsten Neuhoff, Vera Zipperer, 2017. "Benchmarks for emissions trading – general principles for emissions scope," GRI Working Papers 321, Grantham Research Institute on Climate Change and the Environment.
- Silvennoinen, Annastiina & Teräsvirta, Timo, 2024.
"Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model,"
Econometrics and Statistics, Elsevier, vol. 32(C), pages 57-72.
- Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers 2017-28, Department of Economics and Business Economics, Aarhus University.
- Bodnar, Olha & Bodnar, Taras & Gupta, Arjun K., 2010. "Estimation and inference for dependence in multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 869-881, April.
- repec:dau:papers:123456789/13359 is not listed on IDEAS
- Farhat Iqbal, 2013. "Robust estimation of the simplified multivariate GARCH model," Empirical Economics, Springer, vol. 44(3), pages 1353-1372, June.
- Frédéric Branger, Philippe Quirion, Julien Chevallier, 2017.
"Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Frederic Branger & Philippe Quirion & Julien Chevallier, 2016. "Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing," The Energy Journal, , vol. 37(3), pages 109-136, July.
- Frédéric Branger & P. Quirion & Julien Chevallier, 2016. "Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing," Post-Print hal-01425095, HAL.
- Pape, Katharina & Wied, Dominik & Galeano, Pedro, 2016. "Monitoring multivariate variance changes," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 54-68.
- Giorgia Oggioni & Yves Smeers, 2009. "Evaluating the impact of average cost based contracts on the industrial sector in the European emission trading scheme," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 17(2), pages 181-217, June.
More about this item
Keywords
Carbon market; Electricity; Weather; Multivariate GARCH;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-00340171. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.