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Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets

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Cited by:

  1. Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019. "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, vol. 79(C), pages 45-58.
  2. Xinghua Fan & Ying Zhang & Jiuli Yin, 2018. "Evolutionary Analysis of a Three-Dimensional Carbon Price Dynamic System," Sustainability, MDPI, vol. 11(1), pages 1-15, December.
  3. Xiaohua Song & Wen Zhang & Zeqi Ge & Siqi Huang & Yamin Huang & Sijia Xiong, 2022. "A Study of the Influencing Factors on the Carbon Emission Trading Price in China Based on the Improved Gray Relational Analysis Model," Sustainability, MDPI, vol. 14(13), pages 1-27, June.
  4. Marc Gronwald & Beat Hintermann, 2016. "Explaining the EUA-CER Spread," CESifo Working Paper Series 5795, CESifo.
  5. Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023. "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 553-567.
  6. Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, vol. 71(C), pages 35-46.
  7. Wong, Jin Boon & Zhang, Qin, 2022. "Impact of carbon tax on electricity prices and behaviour," Finance Research Letters, Elsevier, vol. 44(C).
  8. Yang, Lu & Hamori, Shigeyuki, 2021. "The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?," International Review of Financial Analysis, Elsevier, vol. 77(C).
  9. Xu, Jia & Tan, Xiujie & He, Gang & Liu, Yu, 2019. "Disentangling the drivers of carbon prices in China's ETS pilots — An EEMD approach," Technological Forecasting and Social Change, Elsevier, vol. 139(C), pages 1-9.
  10. Zhao, Xin-gang & Wu, Lei & Li, Ang, 2017. "Research on the efficiency of carbon trading market in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 79(C), pages 1-8.
  11. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2022. "Carbon credit futures as an emerging asset: Hedging, diversification and downside risks," Energy Economics, Elsevier, vol. 113(C).
  12. Vlad-Cosmin Bulai & Alexandra Horobet & Oana Cristina Popovici & Lucian Belascu & Sofia Adriana Dumitrescu, 2021. "A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors," Energies, MDPI, vol. 14(24), pages 1-21, December.
  13. 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.
  14. Shaolong Zeng & Qinyi Fu & Danni Yang & Yihua Tian & Yang Yu, 2023. "The Influencing Factors of the Carbon Trading Price: A Case of China against a “Double Carbon” Background," Sustainability, MDPI, vol. 15(3), pages 1-24, January.
  15. Tan, Xueping & Sirichand, Kavita & Vivian, Andrew & Wang, Xinyu, 2020. "How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics," Energy Economics, Elsevier, vol. 90(C).
  16. 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.
  17. Junchao Zhang & Wei Han, 2022. "Carbon emission trading and equity markets in China: How liquidity is impacting carbon returns?," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 35(1), pages 6466-6478, December.
  18. Fang, Guochang & Tian, Lixin & Liu, Menghe & Fu, Min & Sun, Mei, 2018. "How to optimize the development of carbon trading in China—Enlightenment from evolution rules of the EU carbon price," Applied Energy, Elsevier, vol. 211(C), pages 1039-1049.
  19. Xu, Xinkuo & Guan, Chengmei & Jin, Jiayu, 2018. "Valuing the carbon assets of distributed photovoltaic generation in China," Energy Policy, Elsevier, vol. 121(C), pages 374-382.
  20. Pawel Maryniak & Stefan Trueck & Rafal Weron, 2016. "Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets," HSC Research Reports HSC/16/10, Hugo Steinhaus Center, Wroclaw University of Technology.
  21. Xingang Zhao & Yuzhuo Zhang & Ji Liang & Yanbin Li & Rongda Jia & Ling Wang, 2018. "The Sustainable Development of the Economic-Energy-Environment (3E) System under the Carbon Trading (CT) Mechanism: A Chinese Case," Sustainability, MDPI, vol. 10(1), pages 1-21, January.
  22. Kanamura, Takashi, 2020. "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, vol. 88(C).
  23. Takashi Kanamura, 2023. "Clean energy and (E)SG investing from energy and environmental linkages," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(9), pages 9779-9819, September.
  24. Guo, Xiaozhu & Huang, Yisu & Liang, Chao & Umar, Muhammad, 2022. "Forecasting volatility of EUA futures: New evidence," Energy Economics, Elsevier, vol. 110(C).
  25. 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.
  26. Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023. "Price discovery in carbon exchange traded fund markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
  27. Jianguo Zhou & Xuejing Huo & Xiaolei Xu & Yushuo Li, 2019. "Forecasting the Carbon Price Using Extreme-Point Symmetric Mode Decomposition and Extreme Learning Machine Optimized by the Grey Wolf Optimizer Algorithm," Energies, MDPI, vol. 12(5), pages 1-22, March.
  28. Tan, Xue-Ping & Wang, Xin-Yu, 2017. "Dependence changes between the carbon price and its fundamentals: A quantile regression approach," Applied Energy, Elsevier, vol. 190(C), pages 306-325.
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