Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry
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DOI: 10.1016/j.enpol.2016.01.005
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Cited by:
- Moreno, Blanca & García-Álvarez, María Teresa & Fonseca, Ana Rosa, 2017. "Fuel prices impacts on stock market of metallurgical industry under the EU emissions trading system," Energy, Elsevier, vol. 125(C), pages 223-233.
- Zeng, Shihong & Nan, Xin & Liu, Chao & Chen, Jiuying, 2017. "The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices," Energy Policy, Elsevier, vol. 106(C), pages 111-121.
- Fang, Sheng & Lu, Xinsheng & Li, Jianfeng & Qu, Ling, 2018. "Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 551-566.
- AgustÃn GarcÃa & MarÃa Teresa & GarcÃa-Ã lvarez & Blanca Moreno, 2017. "Iberian Electricity Sector: A transition towards a more liberalized and sustainable market," GDAE Working Papers 17-01, GDAE, Tufts University.
- Fang Zhang & Hong Fang & Xu Wang, 2018. "Impact of Carbon Prices on Corporate Value: The Case of China’s Thermal Listed Enterprises," Sustainability, MDPI, Open Access Journal, vol. 10(9), pages 1-1, September.
More about this item
Keywords
European Union Emission Trading System; Electricity sector; Energy prices; Vector error correction analysis;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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