Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices

Citations

Cited by:

1. Jie Zhang & Lu Zhang, 2016. "Impacts on CO 2 Emission Allowance Prices in China: A Quantile Regression Analysis of the Shanghai Emission Trading Scheme," Sustainability, MDPI, vol. 8(11), pages 1-12, November.
2. Zied Ftiti & Aviral Tiwari & Amél Belanès & Khaled Guesmi, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-577, Department of Research, Ipag Business School.
   • Zied Ftiti & Aviral Tiwari & Amél Belanès, 2014. "Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-62, Department of Research, Ipag Business School.
3. repec:ipg:wpaper:2014-518 is not listed on IDEAS
4. repec:ipg:wpaper:2014-546 is not listed on IDEAS
5. repec:ipg:wpaper:2014-565 is not listed on IDEAS
6. repec:ipg:wpaper:2014-535 is not listed on IDEAS
7. repec:ipg:wpaper:2014-586 is not listed on IDEAS
8. repec:ipg:wpaper:2014-442 is not listed on IDEAS
9. repec:ipg:wpaper:2014-547 is not listed on IDEAS
10. repec:ipg:wpaper:2014-529 is not listed on IDEAS
11. repec:ipg:wpaper:2014-542 is not listed on IDEAS
12. repec:ipg:wpaper:2014-545 is not listed on IDEAS
13. repec:ipg:wpaper:2014-561 is not listed on IDEAS
14. repec:ipg:wpaper:2014-494 is not listed on IDEAS
15. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016. "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, vol. 54(C), pages 159-172.
    • Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers 15-10, Eastern Mediterranean University, Department of Economics.
16. Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong & Sousa, Ricardo M., 2015. "An empirical analysis of energy cost pass-through to CO2 emission prices," Energy Economics, Elsevier, vol. 49(C), pages 149-156.
17. repec:ipg:wpaper:2014-569 is not listed on IDEAS
18. repec:ipg:wpaper:2014-449 is not listed on IDEAS
19. Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016. "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, vol. 55(C), pages 221-226.
    • Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015. "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers 201515, University of Pretoria, Department of Economics.
20. repec:ipg:wpaper:2014-455 is not listed on IDEAS
21. repec:ipg:wpaper:2014-495 is not listed on IDEAS
22. repec:ipg:wpaper:2014-441 is not listed on IDEAS
23. repec:ipg:wpaper:2014-481 is not listed on IDEAS
24. Raheem, Ibrahim D. & Bello, Ajide Kazeem & Agboola, Yusuf H., 2020. "A new insight into oil price-inflation nexus," Resources Policy, Elsevier, vol. 68(C).
25. Liu, Tie-Ying & Lee, Chien-Chiang, 2018. "Will the energy price bubble burst?," Energy, Elsevier, vol. 150(C), pages 276-288.
26. Zhifang He & Fangzhao Zhou, 2018. "Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment," PLOS ONE, Public Library of Science, vol. 13(8), pages 1-18, August.
27. repec:ipg:wpaper:2014-502 is not listed on IDEAS
28. repec:ipg:wpaper:2014-552 is not listed on IDEAS
29. repec:ipg:wpaper:2014-583 is not listed on IDEAS
30. repec:ipg:wpaper:2014-456 is not listed on IDEAS
31. repec:ipg:wpaper:2014-582 is not listed on IDEAS
32. repec:ipg:wpaper:2014-469 is not listed on IDEAS
33. repec:ipg:wpaper:2014-549 is not listed on IDEAS
34. repec:ipg:wpaper:2014-486 is not listed on IDEAS
35. repec:ipg:wpaper:2014-523 is not listed on IDEAS