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CO2 Prices and Portfolio Management during Phase II of the EU ETS. (2011). Mansanet-Bataller, Maria .
In: Working Papers.
RePEc:cec:wpaper:1101.

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Cited: 7

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Cites: 25

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Cocites: 50

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Citations received by this document

  1. On the role of financial investors in carbon markets: Insights from commitment reports and carbon literature. (2023). Pardo, Angel ; Mansanet-Bataller, Maria.
    In: Working Papers.
    RePEc:crb:wpaper:2023-01.

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  2. The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

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  3. The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Yu, Xueying ; Liu, Zhixin ; Zhang, Yinpeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470.

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  4. Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas ; Papaioannou, George P.
    In: Papers.
    RePEc:arx:papers:1708.07063.

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  5. How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

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  6. An Examination of Fisher Effect for Selected New EU Member States. (2014). Pardo, Angel ; Medina, Vicente ; Carchano, Oscar .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-03-21.

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  7. EU ETS market interactions: The case for multiple hypothesis testing approaches. (2013). Cummins, Mark.
    In: Applied Energy.
    RePEc:eee:appene:v:111:y:2013:i:c:p:701-709.

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References

References cited by this document

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    Paper not yet in RePEc: Add citation now

  21. Mansanet-Bataller, M., Chevallier, J., Herve-Mignucci, M., and Alberola, E., 2011. “EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA–sCER spread”. Energy Policy (Forthcomming).

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Cocites

Documents in RePEc which have cited the same bibliography

  1. EU ETS Facets in the Net: How Account Types Influence the Structure of the System. (2016). Borghesi, Simone ; Flori, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2016.08.

    Full description at Econpapers || Download paper

  2. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-daskalakis.

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  3. What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-081.

    Full description at Econpapers || Download paper

  4. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:60:y:2013:i:c:p:785-792.

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  5. Environmental Innovations in Services. Manufacturing-Services Integration and Policy Transmissions. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio.
    In: Working Papers.
    RePEc:udf:wpaper:201208.

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  6. The European Emission Trading Scheme and environmental innovation diffusion: Empirical analyses using Italian CIS data. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio ; Borghesi, Simone.
    In: Working Papers.
    RePEc:udf:wpaper:201201.

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  7. Stylized facts of CO2 returns. (2012). Tornero, angel Pardo ; Martinez, Vicente Medina .
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2012-14.

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  8. Informational Efficiency of the EU ETS market – a study of price predictability and profitable trading. (2012). Remes (née Aatola), Piia ; Ollikka, Kimmo ; Ollikainen, Markku.
    In: Working Papers.
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  9. Brown Sunsets and Green Dawns in the Industrial Sector: Environmental Innovations, Firm Behavior and the European Emission Trading. (2012). Mazzanti, Massimiliano ; Cainelli, Giulio ; Borghesi, Simone ; Eboli, Fabio ; Pierfederici, Roberta ; Bosello, Francesco.
    In: Working Papers.
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  10. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785.

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  11. Integration of the global carbon markets. (2012). Mizrach, Bruce.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:335-349.

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  12. Carbon price drivers: Phase I versus Phase II equilibrium?. (2012). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:327-334.

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  13. Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. (2012). Rotfuß, Waldemar ; Conrad, Christian ; Rittler, Daniel .
    In: Energy Economics.
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  14. What Moves the European Carbon Market? - Insights from Conditional Jump Models. (2012). Ketterer, Janina ; Gronwald, Marc.
    In: CESifo Working Paper Series.
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  15. CO 2 emission allowances and other fuel markets interaction. (2011). Pinho, Carlos ; Madaleno, Mara.
    In: Environmental Economics and Policy Studies.
    RePEc:spr:envpol:v:13:y:2011:i:3:p:259-281.

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  16. Carbon value dynamics for France: A key driver to support mitigation pledges at country scale. (2011). Assoumou, Edi ; Maizi, Nadia.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:7:p:4325-4336.

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  17. Sectoral and regional impacts of the European carbon market in Portugal. (2011). Rodriguez, Miguel ; Roseta-Palma, Catarina ; Alves, Margarita Robaina .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:5:p:2528-2541.

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  18. EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread. (2011). Chevallier, Julien ; Alberola, Emilie ; Herve-Mignucci, Morgan ; Mansanet-Bataller, Maria .
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  19. Carbon price volatility: Evidence from EU ETS. (2011). Wei, Yi-Ming ; Feng, Zhen-Hua ; Zou, Le-Le .
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  20. The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis. (2011). Trueck, Stefan ; Ketterer, Janina ; Gronwald, Marc ; Truck, Stefan.
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  21. Carbon Price Drivers: Phase I versus Phase II Equilibrium?. (2011). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
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  22. Modelling Correlation in Carbon and Energy Markets. (2011). Koenig, P..
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  23. Modelling the convenience yield in carbon prices using daily and realized measures. (2010). Chevallier, Julien.
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  24. Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis. (2010). Chevallier, Julien.
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  25. The European carbon market (2005-2007): banking, pricing and risk-hedging strategies. (2010). Chevallier, Julien.
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  26. Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II. (2010). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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  27. Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme. (2010). Roca, Eduardo ; Akimov, Alexandr ; Fan, John Hua .
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  30. An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
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  35. The EU ETS: CO2 prices drivers during the learning experience (2005-2007). (2009). Chèze, Benoît ; Chevallier, Julien ; Cheze, Benoit ; Alberola, Emilie .
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  37. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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  47. Price Discovery, Causality and Volatility Spillovers in European Union Allowances Phase II: A High Frequency Analysis. (2009). Rittler, Daniel .
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  50. What explains the short-term dynamics of the prices of CO2 emissions?. (). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat.
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