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EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread

Citations

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Cited by:

  1. Xuedi Li & Jie Ma & Zhu Chen & Haitao Zheng, 2018. "Linkage Analysis among China’s Seven Emissions Trading Scheme Pilots," Sustainability, MDPI, vol. 10(10), pages 1-13, September.
  2. Hervé-Mignucci, Morgan, 2011. "Rôle du signal prix du carbone sur les décisions d'investissement des entreprises," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8200 edited by Keppler, Jan Horst.
  3. Zhu, Bangzhu & Ye, Shunxin & Han, Dong & Wang, Ping & He, Kaijian & Wei, Yi-Ming & Xie, Rui, 2019. "A multiscale analysis for carbon price drivers," Energy Economics, Elsevier, vol. 78(C), pages 202-216.
  4. Federico Galán-Valdivieso & Elena Villar-Rubio & María-Dolores Huete-Morales, 2018. "The erratic behaviour of the EU ETS on the path towards consolidation and price stability," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 18(5), pages 689-706, October.
  5. Antonio Bento & Ravi Kanbur & Benjamin Leard, 2016. "On the importance of baseline setting in carbon offsets markets," Climatic Change, Springer, vol. 137(3), pages 625-637, August.
  6. Hintermann, Beat & Peterson, Sonja & Rickels, Wilfried, 2014. "Price and market behavior in Phase II of the EU ETS," Kiel Working Papers 1962, Kiel Institute for the World Economy (IfW Kiel).
  7. repec:dau:papers:123456789/5441 is not listed on IDEAS
  8. Segnon, Mawuli & Lux, Thomas & Gupta, Rangan, 2017. "Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 692-704.
  9. Emma Schultz & John Swieringa, 2018. "Information linkages between emission allowance and energy markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(3), pages 921-935, September.
  10. Koch, Nicolas & Fuss, Sabine & Grosjean, Godefroy & Edenhofer, Ottmar, 2014. "Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence," Energy Policy, Elsevier, vol. 73(C), pages 676-685.
  11. Byun, Suk Joon & Cho, Hangjun, 2013. "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, vol. 40(C), pages 207-221.
  12. Marc Gronwald & Beat Hintermann, 2016. "Explaining the EUA-CER Spread," CESifo Working Paper Series 5795, CESifo.
  13. Gavard, Claire & Kirat, Djamel, 2020. "Short-term impacts of carbon offsetting on emissions trading schemes: Empirical insights from the EU experience," ZEW Discussion Papers 20-058, ZEW - Leibniz Centre for European Economic Research.
  14. Maria Mansanet-Bataller, 2011. "CO2 Prices and Portfolio Management during Phase II of the EU ETS," Working Papers 1101, Chaire Economie du climat.
  15. 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).
  16. Julien Chevallier, 2011. "Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model," Economics Bulletin, AccessEcon, vol. 31(1), pages 255-272.
  17. Julien Chevallier, 2013. "Carbon trading: past, present and future," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 21, pages 471-489, Edward Elgar Publishing.
  18. Gavard, Claire & Kirat, Djamel, 2018. "Flexibility in the market for international carbon credits and price dynamics difference with European allowances," Energy Economics, Elsevier, vol. 76(C), pages 504-518.
  19. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  20. Xianzi Yang & Chen Zhang & Yu Yang & Yaqi Wu & Po Yun & Zulfiqar Ali Wagan, 2020. "China’s Carbon Pricing Based on Heterogeneous Tail Distribution," Sustainability, MDPI, vol. 12(7), pages 1-16, April.
  21. Medina, Vicente & Pardo, Ángel & Pascual, Roberto, 2014. "The timeline of trading frictions in the European carbon market," Energy Economics, Elsevier, vol. 42(C), pages 378-394.
  22. Chunguang Sheng & Guangyu Wang & Yude Geng & Lirong Chen, 2020. "The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market," Sustainability, MDPI, vol. 12(18), pages 1-20, September.
  23. Cummins, Mark, 2013. "EU ETS market interactions: The case for multiple hypothesis testing approaches," Applied Energy, Elsevier, vol. 111(C), pages 701-709.
  24. Jongmin Yu & Mindy L. Mallory, 2020. "Carbon price interaction between allocated permits and generated offsets," Operational Research, Springer, vol. 20(2), pages 671-700, June.
  25. Schultz, Emma & Swieringa, John, 2014. "Catalysts for price discovery in the European Union Emissions Trading System," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 112-122.
  26. Aatola, Piia, 2013. "Putting a Price on Carbon – Econometric Essays on the European Union Emissions Trading Scheme and its Impacts," Research Reports P62, VATT Institute for Economic Research.
  27. Naegele, Helene, 2015. "Offset Credits in the EU Emissions Trading System : A Firm-Level Evaluation of Transaction Costs," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112817, Verein für Socialpolitik / German Economic Association.
  28. Hieronymi, Philipp & Schüller, David, 2015. "The Clean-Development Mechanism, stochastic permit prices and energy investments," Energy Economics, Elsevier, vol. 47(C), pages 25-36.
  29. repec:eco:journ1:2014-03-21 is not listed on IDEAS
  30. Helene Naegele, 2018. "Offset Credits in the EU ETS: A Quantile Estimation of Firm-Level Transaction Costs," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 70(1), pages 77-106, May.
  31. Vicente Medina & Angel Pardo & Roberto Pascual, 2013. "Carbon Credits: Who is the Leader of the Pack?," International Journal of Energy Economics and Policy, Econjournals, vol. 3(3), pages 210-220.
  32. Naegele, Helene, 2018. "Offset Credits in the EU ETS: A Quantile Estimation of Firm-Level Transaction Costs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 70(1), pages 77-106.
  33. Beat Hintermann & Marc Gronwald, 2019. "Linking with Uncertainty: The Relationship Between EU ETS Pollution Permits and Kyoto Offsets," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(2), pages 761-784, October.
  34. Zhi-Fu Mi & Yue-Jun Zhang, 2011. "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 145-157.
  35. Yu, Lean & Li, Jingjing & Tang, Ling & Wang, Shuai, 2015. "Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach," Energy Economics, Elsevier, vol. 51(C), pages 300-311.
  36. Mizrach, Bruce, 2012. "Integration of the global carbon markets," Energy Economics, Elsevier, vol. 34(1), pages 335-349.
  37. Wen, Fenghua & Zhao, Haocen & Zhao, Lili & Yin, Hua, 2022. "What drive carbon price dynamics in China?," International Review of Financial Analysis, Elsevier, vol. 79(C).
  38. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
  39. repec:dau:papers:123456789/7938 is not listed on IDEAS
  40. Julien Chevallier, 2013. "Understanding the link between aggregated industrial production and the carbon price," Post-Print halshs-00846340, HAL.
  41. Julien Chevallier, 2013. "Carbon Price Drivers: An Updated Literature Review," International Journal of Applied Logistics (IJAL), IGI Global, vol. 4(4), pages 1-7, October.
  42. Remes, Piia, 2013. "Putting a Price on Carbon – Econometric Essays on the European Union Emissions Trading Scheme and its Impacts," Research Reports 62, VATT Institute for Economic Research.
  43. 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).
  44. Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2020. "From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS," EconStor Preprints 196150, ZBW - Leibniz Information Centre for Economics, revised 2020.
  45. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
  46. Yue-Jun Zhang, 2016. "Research on carbon emission trading mechanisms: current status and future possibilities," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 39(1/2), pages 89-107.
  47. Djamel KIRAT & Claire GAVARD, 2020. "Short-term impacts of carbon offsetting on emissions trading schemes: empirical insights from the EU experience," LEO Working Papers / DR LEO 2821, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  48. Chevallier, Julien, 2013. "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, vol. 31(C), pages 598-605.
  49. Aatola, Piia & Ollikainen, Markku & Toppinen, Anne, 2013. "Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals," Energy Economics, Elsevier, vol. 36(C), pages 380-395.
  50. Gasbarro, Federica & Rizzi, Francesco & Frey, Marco, 2013. "The mutual influence of Environmental Management Systems and the EU ETS: Findings for the Italian pulp and paper industry," European Management Journal, Elsevier, vol. 31(1), pages 16-26.
  51. Rita Sousa & Luís Aguiar-Conraria, 2014. "Dynamics of CO2 price drivers," NIPE Working Papers 02/2014, NIPE - Universidade do Minho.
  52. Julien Chevallier, 2012. "EUAs and CERs: Interactions in a Markov regime-switching environment," Economics Bulletin, AccessEcon, vol. 32(1), pages 86-101.
  53. Chai, Shanglei & Zhou, P., 2018. "The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems," Energy Economics, Elsevier, vol. 76(C), pages 64-75.
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