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Citations for "European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)"

by Emilie Alberola & Julien Chevallier

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  1. Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît, 2011. "Options introduction and volatility in the EU ETS," Resource and Energy Economics, Elsevier, vol. 33(4), pages 855-880.
  2. Julien Chevallier & Benoît Sévi, 2009. "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Working Papers 2009.113, Fondazione Eni Enrico Mattei.
  3. Rita Sousa & Luís Aguiar-Conraria, 2014. "Dynamics of CO2 price drivers," NIPE Working Papers 02/2014, NIPE - Universidade do Minho.
  4. Hahn, Robert W. & Stavins, Robert N., 2010. "The Effect of Allowance Allocations on Cap-and-Trade System Performance," Working Paper Series rwp10-010, Harvard University, John F. Kennedy School of Government.
  5. Chevallier, Julien, 2010. "A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices," Economics Papers from University Paris Dauphine 123456789/4237, Paris Dauphine University.
  6. Koenig, P., 2011. "Modelling Correlation in Carbon and Energy Markets," Cambridge Working Papers in Economics 1123, Faculty of Economics, University of Cambridge.
  7. Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
  8. Chevallier, Julien, 2011. "Intertemporal Emissions Trading and Market Power : A Dominant Firm with Competitive Fringe Model," Economics Papers from University Paris Dauphine 123456789/4601, Paris Dauphine University.
  9. Julien Chevallier & Johanna Etner & Pierre-André Jouvet, 2008. "Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence," EconomiX Working Papers 2008-25, University of Paris West - Nanterre la Défense, EconomiX.
  10. Lehmann, Paul & Gawel, Erik, 2011. "Why should support schemes for renewable electricity complement the EU emissions trading scheme?," UFZ Discussion Papers 5/2011, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).
  11. Chevallier, Julien, 2009. "Modelling the convenience yield in carbon prices using daily and realized measures," Economics Papers from University Paris Dauphine 123456789/4608, Paris Dauphine University.
  12. Julien Chevallier, 2010. "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers halshs-00458787, HAL.
  13. Crossland, Jarrod & Li, Bin & Roca, Eduardo, 2013. "Is the European Union Emissions Trading Scheme (EU ETS) informationally efficient? Evidence from momentum-based trading strategies," Applied Energy, Elsevier, vol. 109(C), pages 10-23.
  14. Julien Chevallier, 2011. "Wavelet packet transforms analysis applied to carbon prices," Economics Bulletin, AccessEcon, vol. 31(2), pages 1731-1747.
  15. Mansanet-Bataller, Maria & Chevallier, Julien & Hervé-Mignucci, Morgan & Alberola, Emilie, 2011. "EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread," Energy Policy, Elsevier, vol. 39(3), pages 1056-1069, March.
  16. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2010. "The EU ETS : CO2 prices drivers during the learning experience (2005-2007)," Economics Papers from University Paris Dauphine 123456789/4220, Paris Dauphine University.
  17. Rita Sousa & Luís Aguiar-Conraria & Maria Joana Soares, 2014. "Carbon Financial Markets: a time-frequency analysis of CO2 price drivers," NIPE Working Papers 03/2014, NIPE - Universidade do Minho.
  18. Julien Chevallier, 2010. "Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis," Working Papers halshs-00459140, HAL.
  19. 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 Group Munich.
  20. Chevallier, Julien, 2009. "Carbon futures and macroeconomic risk factors : a view from the EU ETS," Economics Papers from University Paris Dauphine 123456789/4210, Paris Dauphine University.
  21. Julien Chevallier, 2012. "Cointegration between carbon spot and futures prices: from linear to nonlinear modeling," Economics Bulletin, AccessEcon, vol. 32(1), pages 160-181.
  22. Clò, Stefano & Battles, Susan & Zoppoli, Pietro, 2013. "Policy options to improve the effectiveness of the EU emissions trading system: A multi-criteria analysis," Energy Policy, Elsevier, vol. 57(C), pages 477-490.
  23. Omid Sabbaghi & Navid Sabbaghi, 2014. "An empirical analysis of the Carbon Financial Instrument," Journal of Economics and Finance, Springer, vol. 38(2), pages 209-234, April.
  24. Chevallier, Julien, 2011. "Price relationships in the EU emissions trading system," Economics Papers from University Paris Dauphine 123456789/4612, Paris Dauphine University.
  25. Carlos Pinho & Mara Madaleno, 2011. "CO 2 emission allowances and other fuel markets interaction," Environmental Economics and Policy Studies, Society for Environmental Economics and Policy Studies - SEEPS, vol. 13(3), pages 259-281, September.
  26. Ange Nsouadi & Jules Sadefo Kamdem & Michel Terraza, 2013. "Analyse temps-fréquence de la relation entre les prix du quota et du crédit carbone," Working Papers 13-12, LAMETA, Universtiy of Montpellier, revised Nov 2013.
  27. Marc Gronwald & Janina Ketterer, 2012. "What Moves the European Carbon Market? - Insights from Conditional Jump Models," CESifo Working Paper Series 3795, CESifo Group Munich.
  28. Yu, Fei & Grady, Patrick & Knipp, Robert, 2012. "Regulatory Stringency in Issuing Certified Emission Reductions and Price Effects in Secondary Markets," MPRA Paper 50184, University Library of Munich, Germany.
  29. Amélie Charles & Olivier Darné & Jessica Fouilloux, 2010. "Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II," Working Papers hal-00473727, HAL.
  30. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Economics Papers from University Paris Dauphine 123456789/6969, Paris Dauphine University.
  31. Karsten Neuhoff & Anne Schopp & Rodney Boyd & Kateryna Stelmakh & Alexander Vasa, 2012. "Banking of Surplus Emissions Allowances: Does the Volume Matter?," Discussion Papers of DIW Berlin 1196, DIW Berlin, German Institute for Economic Research.
  32. Julien Chevallier, 2012. "Banking And Borrowing In The Eu Ets: A Review Of Economic Modelling, Current Provisions And Prospects For Future Design," Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 157-176, 02.
  33. Wilfried Rickels & Dennis Görlich & Gerrit Oberst & Sonja Peterson, 2012. "Carbon Price Dynamics – Evidence from Phase II of the European Emission Trading Scheme," Kiel Working Papers 1804, Kiel Institute for the World Economy.
  34. 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, November.
  35. Rittler, Daniel, 2009. "Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis," Working Papers 0492, University of Heidelberg, Department of Economics.
  36. Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," EconomiX Working Papers 2008-12, University of Paris West - Nanterre la Défense, EconomiX.
  37. Nazifi, Fatemeh, 2013. "Modelling the price spread between EUA and CER carbon prices," Energy Policy, Elsevier, vol. 56(C), pages 434-445.
  38. Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola, 2010. "The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market," Post-Print halshs-00458991, HAL.