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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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Cited: 29

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Cites: 32

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  1. Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. (2023). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena.
    In: Journal of Environmental Studies and Sciences.
    RePEc:spr:jenvss:v:13:y:2023:i:3:d:10.1007_s13412-023-00838-5.

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  2. Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities. (2023). Zhang, Luping ; Tian, Yixiang ; Hu, Yuanfeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:10:p:8422-:d:1152948.

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  3. Fragmented or Unified? The State of China’s Carbon Emission Trading Market. (2023). Gu, Yimiao ; Huang, Yan ; Wu, Liangzheng.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:5:p:2470-:d:1088196.

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  4. Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets. (2023). Chen, Zhenxi ; Gu, Yimiao ; Qiao, Huiting ; Cheng, Qiyun.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:4:p:1624-:d:1059724.

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  5. Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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  6. Is Chinas carbon trading market efficient? Evidence from emissions trading scheme pilots. (2022). Nicoleta-Claudia, Moldovan ; Li, Hao ; Lobon, Oana-Ramona ; Su, Chi-Wei ; Wang, Xiao-Qing.
    In: Energy.
    RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001438.

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  7. Does Chinas carbon emissions trading scheme affect the market power of high-carbon enterprises?. (2022). Zhang, Yue-Jun ; Wang, Wei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s014098832200086x.

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  8. Emissions trading with transaction costs. (2021). Baudry, marc ; Quemin, Simon ; Faure, Anouk.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:108:y:2021:i:c:s0095069621000516.

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  9. Information efficiency research of Chinas carbon markets. (2021). Jiang, Ting ; Liu, Jian ; Ye, ZE.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310736.

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  10. Efficiency of China’s carbon market: A case study of Hubei pilot market. (2021). Fantozzi, Francesco ; Bartocci, Pietro ; Zhou, Ming ; Zhao, Haibo ; Yuan, Tian ; Yang, Qing ; Chen, Yingqi.
    In: Energy.
    RePEc:eee:energy:v:222:y:2021:i:c:s036054422100195x.

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  11. 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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  12. Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices. (2021). Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon ; Mensi, Walid ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hanif, Waqas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066.

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  13. From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2020). Mauer, Eva-Maria ; Friedrich, Marina ; Tietjen, Oliver ; Pahle, Michael.
    In: EconStor Preprints.
    RePEc:zbw:esprep:225210.

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  14. Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

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  15. From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS. (2019). Tietjen, Oliver ; Pahle, Michael ; Mauer, Eva-Maria ; Friedrich, Marina.
    In: EconStor Preprints.
    RePEc:zbw:esprep:196150.

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  16. China’s Carbon Market Development and Carbon Market Connection: A Literature Review. (2019). Dong, Feng ; Hua, Yifei.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:9:p:1663-:d:227607.

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  17. Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. (2019). Yin, Jiuli ; Lv, Xiangxiang ; Fan, Xinghua ; Liang, Jiaochen ; Tian, Lixin.
    In: Applied Energy.
    RePEc:eee:appene:v:251:y:2019:i:c:60.

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  18. Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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  19. Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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  20. Market fragmentation, liquidity measures and improvement perspectives from Chinas emissions trading scheme pilots. (2018). Chevallier, Julien ; Chen, Rongda ; Chang, Kai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:249-260.

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  21. .

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  22. Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:17010.

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  23. Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas.
    In: Post-Print.
    RePEc:hal:journl:halshs-01484117.

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  24. Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01484117.

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  25. Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc.
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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  26. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu .
    In: Applied Energy.
    RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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  27. How to improve the market efficiency of carbon trading: A perspective of China. (2016). Zhao, Xin-Gang ; Chen, Hao ; Nie, Dan ; Jiang, Gui-Wu .
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:59:y:2016:i:c:p:1229-1245.

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  28. Liquidity and market efficiency in the worlds largest carbon market. (2016). Rhodes, Mark ; Andreas, ; Gregoriou, Andros ; Ibikunle, Gbenga.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:48:y:2016:i:4:p:431-447.

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  29. Catalysts for price discovery in the European Union Emissions Trading System. (2014). Swieringa, John ; Schultz, Emma .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:112-122.

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Cocites

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  2. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
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  3. What explains the short-term dynamics of the prices of CO2 emissions?. (2014). Hammoudeh, Shawkat.
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  4. Market efficiency in the European carbon markets. (2013). Fouilloux, Jessica ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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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.
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  10. Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel .
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  11. Integration of the global carbon markets. (2012). Mizrach, Bruce.
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  12. Carbon price drivers: Phase I versus Phase II equilibrium?. (2012). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna.
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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 .
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  14. What Moves the European Carbon Market? - Insights from Conditional Jump Models. (2012). Ketterer, Janina ; Gronwald, Marc.
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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 .
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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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  45. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; le Pen, Yannick.
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  46. An Options Pricing Approach for CO2 Allowances in the EU ETS. (2009). Hintermann, Beat.
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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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  48. EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry. (2008). Oberndorfer, Ulrich .
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  49. EU-ETS and Nordic Electricity: A CVAR Approach. (2008). Fell, Harrison.
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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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