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2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context

Author

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  • Yuan Tian
  • Alexandr Akimov
  • Eduardo Roca
  • Victor Wong

Abstract

No abstract is available for this item.

Suggested Citation

  • Yuan Tian & Alexandr Akimov & Eduardo Roca & Victor Wong, "undated". "2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context," Discussion Papers in Finance finance:201210, Griffith University, Department of Accounting, Finance and Economics.
  • Handle: RePEc:gri:fpaper:finance:201210
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    File URL: https://www120.secure.griffith.edu.au/research/items/dc4e50a9-2a58-40b5-a466-c2c0cd3cd1ab/1/2012-10-does-the-carbon-market-help-or-hurt-the-stock-price-of-electricity-companies.pdf
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    More about this item

    Keywords

    electricity stocks; carbon market; CO2; emissions trading; EU-ETS; GARCH;

    JEL classification:

    • Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
    • L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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