Price drivers and structural breaks in European carbon prices 2005-2007
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Springer, Urs, 2003. "The market for tradable GHG permits under the Kyoto Protocol: a survey of model studies," Energy Economics, Elsevier, vol. 25(5), pages 527-551, September.
- Maria Mansanet-Bataller & Angel Pardo & Enric Valor, 2007. "CO2 Prices, Energy and Weather," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 73-92.
- Bunn, Derek W. & Fezzi, Carlo, 2007. "Interaction of European Carbon Trading and Energy Prices," Climate Change Modelling and Policy Working Papers 9092, Fondazione Eni Enrico Mattei (FEEM).
- Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei.
- Junsoo Lee & Mark Strazicich, 2001. "Testing the null of stationarity in the presence of a structural break," Applied Economics Letters, Taylor & Francis Journals, vol. 8(6), pages 377-382.
- A. C. Christiansen & A. Arvanitakis & K. Tangen & H. Hasselknippe, 2005. "Price determinants in the EU emissions trading scheme," Climate Policy, Taylor & Francis Journals, vol. 5(1), pages 15-30, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:dau:papers:123456789/4229 is not listed on IDEAS
- 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.
- Emilie Alberola & Julien Pierre Chevallier & Benoît Chèze, 2007. "European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production," EconomiX Working Papers 2007-33, University of Paris Nanterre, EconomiX.
- Baochen Yang & Chuanze Liu & Zehao Gou & Jiacheng Man & Yunpeng Su, 2018. "How Will Policies of China’s CO 2 ETS Affect its Carbon Price: Evidence from Chinese Pilot Regions," Sustainability, MDPI, vol. 10(3), pages 1-26, February.
- Liu, Hsiang-Hsi & Chen, Yi-Chun, 2013. "A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather," Economic Modelling, Elsevier, vol. 35(C), pages 840-855.
- Emilie Alberola & Julien Chevallier & Benoît Chèze, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," Working Papers hal-04140795, HAL.
- Chang-Yi Li & Son-Nan Chen & Shih-Kuei Lin, 2016. "Pricing derivatives with modeling CO emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium," The European Journal of Finance, Taylor & Francis Journals, vol. 22(10), pages 887-908, August.
- Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options Introduction and Volatility in the EU ETS," Working Papers halshs-00405709, HAL.
- 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.
- Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," Working Papers hal-00419339, HAL.
- Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011. "Options introduction and volatility in the EU ETS," Working Papers 1107, Chaire Economie du climat.
- Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," EconomiX Working Papers 2009-33, University of Paris Nanterre, EconomiX.
- Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011. "Options introduction and volatility in the EU ETS," Post-Print hal-00991848, HAL.
- 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.
- Balietti, Anca Claudia, 2016. "Trader types and volatility of emission allowance prices. Evidence from EU ETS Phase I," Energy Policy, Elsevier, vol. 98(C), pages 607-620.
- repec:dau:papers:123456789/4223 is not listed on IDEAS
- Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2022. "The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system," Energy Economics, Elsevier, vol. 114(C).
- Dai, Xingyu & Xiao, Ling & Wang, Qunwei & Dhesi, Gurjeet, 2021. "Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS," Energy Policy, Elsevier, vol. 156(C).
- Emilie Alberola & Julien Chevallier & Benoît Chèze, 2007. "European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production," Working Papers hal-04139200, HAL.
- 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.
- Julien Chevallier & Benoît Sévi, 2011.
"On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting,"
Annals of Finance, Springer, vol. 7(1), pages 1-29, February.
- Chevallier, Julien & Benoit, Sevi, 2009. "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Sustainable Development Papers 55834, Fondazione Eni Enrico Mattei (FEEM).
- 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.
- Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris Nanterre, EconomiX.
- Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers halshs-00387286, HAL.
- Wen, Xiaoqian & Bouri, Elie & Roubaud, David, 2017. "Can energy commodity futures add to the value of carbon assets?," Economic Modelling, Elsevier, vol. 62(C), pages 194-206.
- Tanattrin Bunnag, 2015. "Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 647-659.
- Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
- Kirat, Djamel & Ahamada, Ibrahim, 2011.
"The impact of the European Union emission trading scheme on the electricity-generation sector,"
Energy Economics, Elsevier, vol. 33(5), pages 995-1003, September.
- Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00378317, HAL.
- Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne 09025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Djamel Kirat & Ibrahim Ahamada, 2009. "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384496, HAL.
- 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.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:enepol:v:36:y:2008:i:2:p:787-797. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/enpol .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.