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Econometric Analysis of Carbon Markets

Author

Listed:
  • Julien Chevallier

    (CGEMP/LEDa)

Abstract

No abstract is available for this item.

Suggested Citation

  • Julien Chevallier, 2012. "Econometric Analysis of Carbon Markets," Springer Books, Springer, number 978-94-007-2412-9, September.
  • Handle: RePEc:spr:sprbok:978-94-007-2412-9
    DOI: 10.1007/978-94-007-2412-9
    as

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    Citations

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    Cited by:

    1. Agnolucci, Paolo & Arvanitopoulos, Theodoros, 2019. "Industrial characteristics and air emissions: Long-term determinants in the UK manufacturing sector," Energy Economics, Elsevier, vol. 78(C), pages 546-566.
    2. Miroslav Mateev, 2019. "Volatility relation between credit default swap and stock market: new empirical tests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 681-712, October.
    3. Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, 2024. "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers 339740, Fondazione Eni Enrico Mattei (FEEM).
    4. 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.
    5. 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.
    6. Ajay K. Dhamija & Surendra S. Yadav & PK Jain, 2018. "Volatility spillover of energy markets into EUA markets under EU ETS: a multi-phase study," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(3), pages 561-591, July.
    7. Rachid Boutti & El Amri Adil & Florence Rodhain, 2019. "Multivariate Analysis of a Time Series EU ETS: Methods and Applications in Carbon Finance," Post-Print hal-03676358, HAL.
    8. Adil El Amri & Rachid Boutti & Florence Rodhain, 2020. "Sustainable Finance at the time of Institutions: Performativity through the lens of Responsible Management in Morocco," Post-Print hal-03128882, HAL.
    9. Stefan Trück & Rafał Weron, 2016. "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 587-611, June.
    10. Ajay K. Dhamija & Surendra S. Yadav & PK Jain, 2017. "Forecasting volatility of carbon under EU ETS: a multi-phase study," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(2), pages 299-335, April.
    11. Rachid Boutti & Florence Rodhain & Isabelle Bourdon & El Amri Adil, 2016. "Finance Carbone à l’heure de la COP 22 : performativité au prisme du Management Responsable au Maroc," Post-Print hal-03666924, HAL.
    12. Adil El Amri & Rachid Boutti & Salah Oulfarsi & Florence Rodhain & Brahim Bouzahir, 2020. "Carbon financial markets underlying climate risk management, pricing and forecasting: Fundamental analysis," Post-Print hal-03120782, HAL.
    13. Yuan, Jiahai & Xu, Yan & Kang, Junjie & Zhang, Xingping & Hu, Zheng, 2014. "Nonlinear integrated resource strategic planning model and case study in China's power sector planning," Energy, Elsevier, vol. 67(C), pages 27-40.
    14. Roger Fouquet, 2012. "Economics of Energy and Climate Change: Origins, Developments and Growth," Working Papers 2012-08, BC3.
    15. Yang Liu & Xueqing Yang & Mei Wang, 2021. "Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence," Energies, MDPI, vol. 14(21), pages 1-32, November.
    16. Wang, Xinyu & Sethi, Suresh P. & Chang, Shuhua, 2022. "Pollution abatement using cap-and-trade in a dynamic supply chain and its coordination," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 158(C).
    17. Díaz Valdivia, Carlos, 2014. "El rol del mercado de bonos de carbono europeo (EU–ETS) como gestor de inversión en medioambiente en Europa y países en desarrollo," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 22, pages 85-134, Noviembre.
    18. Zhang, Chen & Yang, Yu & Yun, Po, 2020. "Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence," Finance Research Letters, Elsevier, vol. 32(C).
    19. Díaz Valdivia, Carlos, 2014. "The Role of EU-ETS Mechanism as Environmental Investment Promoter in Europe and Developing Countries," Documentos de trabajo 1/2014, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

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