Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference35 articles.
1. Price determination in the EU ETS market: theory and econometric analysis with market fundamentals;Aatola;Energy Econ.,2013
2. Price drivers and structural breaks in European carbon prices 2005–2007;Alberola;Energy Policy,2008
3. Nonlinearities in carbon spot–futures price relationships during Phase II of the EU ETS;Arouri;Econ. Model.,2012
4. Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis;Billio;JISS,2005
5. An emerging equilibrium in the EU emissions trading scheme;Bredin;Energy Econ.,2011
Cited by 175 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Carbon emission allowances and Nordic electricity markets: Linkages and hedging analysis;Energy Reports;2024-12
2. Carbon exchange-traded funds market and economic policy uncertainty;Development and Sustainability in Economics and Finance;2024-12
3. Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach;Renewable Energy;2024-09
4. GLOBAL RISK SPILLOVERS TO INTERNATIONAL EQUITY MARKETS: AN APPLICATION TO NON-PARAMETRIC CAUSALITY IN QUANTILES;NUST Business Review;2024-07-19
5. Does CEA or EUA matter for major commodity markets? Fresh evidence from the analysis of information spillovers and portfolio diversification;China Finance Review International;2024-06-25
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3