A model of carbon price interactions with macroeconomic and energy dynamics
- 29 July 2011
- journal article
- Published by Elsevier BV in Energy Economics
- Vol. 33 (6), 1295-1312
- https://doi.org/10.1016/j.eneco.2011.07.012
Abstract
No abstract availableKeywords
This publication has 77 references indexed in Scilit:
- Asset market linkages: Evidence from financial, commodity and real estate assetsJournal of Banking & Finance, 2010
- Is gold a safe haven? International evidenceJournal of Banking & Finance, 2010
- On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecastingAnnals of Finance, 2009
- Policy interactions, risk and price formation in carbon marketsEnergy Policy, 2009
- Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance eventEnergy Policy, 2009
- Over-Allocation or Abatement? A Preliminary Analysis of the EU ETS Based on the 2005–06 Emissions DataEnvironmental and Resource Economics, 2008
- Price drivers and structural breaks in European carbon prices 2005–2007Energy Policy, 2008
- Regime dependent determinants of credit default swap spreadsJournal of Banking & Finance, 2007
- What does the yield curve tell us about GDP growth?Journal of Econometrics, 2005
- Autoregressive conditional heteroskedasticity and changes in regimeJournal of Econometrics, 1994