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Explaining European emission allowance price dynamics: Evidence from Phase II

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Cited by:

  1. Panagiotis G. Papaioannou & George P. Papaioannou & Kostas Siettos & Akylas Stratigakos & Christos Dikaiakos, 2017. "Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece," Papers 1708.07063, arXiv.org.
  2. Suzi Kerr & Judd Ormsby, 2016. "The New Zealand Emissions Trading Scheme de-link from Kyoto: impacts on banking and prices," Working Papers 16_13, Motu Economic and Public Policy Research.
  3. Anouk Faure & Marc Baudry, 2021. "Technological Progress and Carbon Price Formation: an Analysis of EU-ETS Plants," Working Papers hal-04159764, HAL.
  4. Huang, Wenyang & Wang, Huiwen & Qin, Haotong & Wei, Yigang & Chevallier, Julien, 2022. "Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method," Energy Economics, Elsevier, vol. 110(C).
  5. Delarue, Erik & Van den Bergh, Kenneth, 2016. "Carbon mitigation in the electric power sector under cap-and-trade and renewables policies," Energy Policy, Elsevier, vol. 92(C), pages 34-44.
  6. Bai, Yiyi & Okullo, Samuel J., 2023. "Drivers and pass-through of the EU ETS price: Evidence from the power sector," Energy Economics, Elsevier, vol. 123(C).
  7. Creti, Anna & Jouvet, Pierre-André & Mignon, Valérie, 2012. "Carbon price drivers: Phase I versus Phase II equilibrium?," Energy Economics, Elsevier, vol. 34(1), pages 327-334.
  8. Boersen, Arieke & Scholtens, Bert, 2014. "The relationship between European electricity markets and emission allowance futures prices in phase II of the EU (European Union) emission trading scheme," Energy, Elsevier, vol. 74(C), pages 585-594.
  9. Beat Hintermann, 2016. "Pass-Through of CO2 Emission Costs to Hourly Electricity Prices in Germany," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(4), pages 857-891.
  10. Cretí, Anna & Joëts, Marc, 2017. "Multiple bubbles in the European Union Emission Trading Scheme," Energy Policy, Elsevier, vol. 107(C), pages 119-130.
  11. Jiménez-Rodríguez, Rebeca, 2019. "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, vol. 81(C), pages 13-24.
  12. Marc Gronwald & Janina Ketterer & Stefan Trück, 2011. "The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis," CESifo Working Paper Series 3418, CESifo.
  13. 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.
  14. Andrius Zuoza & Vaida Pilinkienė, 2021. "Energy Efficiency and Carbon Emission Impact on Competitiveness in the European Energy Intensive Industries," Energies, MDPI, vol. 14(15), pages 1-16, August.
  15. Miao Zhenjian & Kofi Baah Boamah & Xingle Long, 2020. "Research on entropy generation strategy and its application in carbon trading market," Business Strategy and the Environment, Wiley Blackwell, vol. 29(5), pages 1992-2000, July.
  16. Li, Xin & Li, Zheng & Su, Chi-Wei & Umar, Muhammad & Shao, Xuefeng, 2022. "Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price: Do different types of uncertainty matter?," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
  17. Claudia Kettner-Marx & Daniela Kletzan-Slamanig & Angela Köppl, 2011. "ETCLIP – The Challenge of the European Carbon Market: Emission Trading, Carbon Leakage and Instruments to Stabilise the CO2 Price. The EU Emission Trading Scheme: Sectoral Allocation Patterns and the ," WIFO Working Papers 408, WIFO.
  18. Yan, Kai & Zhang, Wei & Shen, Dehua, 2020. "Stylized facts of the carbon emission market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
  19. Claudia Kettner-Marx & Angela Köppl & Stefan Schleicher, 2012. "Carbon Authority as Price Stabilising Institution in the EU ETS," WIFO Studies, WIFO, number 44536, March.
  20. 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.
  21. Chang, Kai & Pei, Ping & Zhang, Chao & Wu, Xin, 2017. "Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots," Energy Economics, Elsevier, vol. 67(C), pages 213-223.
  22. Jia, Jun-Jun & Xu, Jin-Hua & Fan, Ying, 2016. "The impact of verified emissions announcements on the European Union emissions trading scheme: A bilaterally modified dummy variable modelling analysis," Applied Energy, Elsevier, vol. 173(C), pages 567-577.
  23. Eslahi, Mohammadehsan & Mazza, Paolo, 2023. "Can weather variables and electricity demand predict carbon emissions allowances prices? Evidence from the first three phases of the EU ETS," Ecological Economics, Elsevier, vol. 214(C).
  24. Huang, Wenyang & Wang, Huiwen & Wei, Yigang, 2023. "Identifying the determinants of European carbon allowances prices: A novel robust partial least squares method for open-high-low-close data," International Review of Financial Analysis, Elsevier, vol. 90(C).
  25. M. Angeles Carnero & Jose Olmo & Lorenzo Pascual, 2018. "Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS," Energies, MDPI, vol. 11(11), pages 1-23, November.
  26. Li, Guohui & Ning, Zhiyuan & Yang, Hong & Gao, Lipeng, 2022. "A new carbon price prediction model," Energy, Elsevier, vol. 239(PD).
  27. Chun Jiang & Yi-Fan Wu & Xiao-Lin Li & Xin Li, 2020. "Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO 2 Emissions Trading Prices in China," Sustainability, MDPI, vol. 12(7), pages 1-17, April.
  28. Stefan Thoenes, 2014. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  29. Marina Friedrich & S'ebastien Fries & Michael Pahle & Ottmar Edenhofer, 2019. "Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?," Papers 1906.10572, arXiv.org, revised Mar 2020.
  30. Dorota Ciesielska-Maciągowska & Dawid Klimczak & Małgorzata Skrzek-Lubasińska, 2021. "Central and Eastern European CO 2 Market—Challenges of Emissions Trading for Energy Companies," Energies, MDPI, vol. 14(4), pages 1-14, February.
  31. 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.
  32. Claudia Kettner-Marx & Daniela Kletzan-Slamanig & Angela Köppl, 2013. "The EU Emission Trading Scheme. Sectoral Allocation Patterns and Factors Determining Emission Changes," WIFO Working Papers 444, WIFO.
  33. Nader Trabelsi & Aviral Kumar Tiwari, 2023. "CO2 Emission Allowances Risk Prediction with GAS and GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 775-805, February.
  34. Xu, Yingying, 2021. "Risk spillover from energy market uncertainties to the Chinese carbon market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  35. 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.
  36. Yolanda Fernández Fernández & María Angeles Fernández López & David González Hernández & Blanca Olmedillas Blanco, 2018. "Institutional Change and Environment: Lessons from the European Emission Trading System," Energies, MDPI, vol. 11(4), pages 1-16, March.
  37. Bublitz, Andreas & Keles, Dogan & Fichtner, Wolf, 2017. "An analysis of the decline of electricity spot prices in Europe: Who is to blame?," Energy Policy, Elsevier, vol. 107(C), pages 323-336.
  38. Yongjie Zhang & Yue Li & Dehua Shen, 2022. "Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(1), pages 123-137, March.
  39. Claudia Kettner-Marx & Daniela Kletzan-Slamanig & Angela Köppl & Thomas Schinko & Andreas Türk, 2011. "ETCLIP – The Challenge of the European Carbon Market: Emission Trading, Carbon Leakage and Instruments to Stabilise the CO2 Price. Price Volatility in Carbon Markets: Why it Matters and How it Can be ," WIFO Working Papers 409, WIFO.
  40. Thoenes, Stefan, 2011. "Understanding the Determinants of Electricity Prices and the Impact of the German Nuclear Moratorium in 2011," EWI Working Papers 2011-6, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
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