Carbon Price Analysis Using Empirical Mode Decomposition-Reference-Cited by-同舟云学术

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Carbon Price Analysis Using Empirical Mode Decomposition

Published:2013-12-10 Issue:2 Volume:45 Page:195-206
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Zhu Bangzhu,Wang Ping,Chevallier Julien,Wei Yiming

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s10614-013-9417-4.pdf

Reference29 articles.

1. Alberola, E., Chevallier, J., & Cheze, B. (2008). Price drivers and structural breaks in European carbon prices 2005–2007. Energy Policy, 2, 787–797.

2. Arouri, M. E. H., Jawadi, F., & Nguyen, D. K. (2012). Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS. Economic Modelling, 29(3), 884–892.

3. Bredin, D., & Muckley, C. (2011). An emerging equilibrium in the EU emissions trading scheme. Energy Economics, 33, 353–362.

4. Chevallier, J., Ielpo, F., & Mercier, L. (2009). Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event. Energy Policy, 3, 15–28.

5. Chevallier, J. (2010). Modelling risk premia in CO $$_{2}$$ 2 allowances spot and futures prices. Economic Modelling, 27, 717–729.

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