| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Fear Index to Predict Oil Futures Returns |
0 |
0 |
0 |
0 |
2 |
7 |
9 |
9 |
| A Fear Index to Predict Oil Futures Returns |
0 |
0 |
1 |
51 |
5 |
7 |
15 |
146 |
| A cross-volatility index for hedging the country risk |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
12 |
| A differential game of intertemporal emissions trading with market power |
0 |
0 |
1 |
230 |
1 |
4 |
8 |
477 |
| A fear index to predict oil futures returns |
0 |
0 |
2 |
31 |
4 |
22 |
35 |
111 |
| A fear index to predict oil futures returns |
0 |
0 |
0 |
0 |
4 |
5 |
18 |
24 |
| Air traffic energy efficiency differs from place to place: new results from a macro-level approach |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
36 |
| Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence |
0 |
0 |
0 |
108 |
0 |
1 |
4 |
262 |
| Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market |
0 |
0 |
0 |
120 |
0 |
2 |
10 |
281 |
| Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK |
0 |
0 |
0 |
86 |
0 |
3 |
8 |
204 |
| Carbon Price Drivers: An Updated Literature Review |
0 |
1 |
4 |
114 |
3 |
5 |
16 |
144 |
| Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis |
0 |
0 |
0 |
292 |
2 |
6 |
13 |
500 |
| Carbon price analysis using empirical mode decomposition |
0 |
0 |
1 |
84 |
1 |
5 |
11 |
128 |
| Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints |
1 |
3 |
30 |
30 |
3 |
9 |
16 |
16 |
| Commodities risk premia and regional integration in gas-exporting countries |
0 |
0 |
0 |
0 |
3 |
7 |
8 |
8 |
| Cross-Market Spillovers with 'Volatility Surprise' |
0 |
0 |
0 |
47 |
1 |
5 |
9 |
76 |
| Cross-Market Spillovers with 'Volatility Surprise' |
0 |
0 |
0 |
0 |
2 |
7 |
10 |
18 |
| Cross-Market Spillovers with ‘Volatility Surprise’ |
0 |
0 |
3 |
66 |
1 |
6 |
15 |
143 |
| Cross-market index with Factor-DCC |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
13 |
| Cross-market volatility index with Factor-DCC |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
21 |
| Cross-market volatility index with Factor-DCC |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
27 |
| Detecting jumps and regime-switches in international stock markets returns |
0 |
0 |
1 |
10 |
0 |
1 |
2 |
20 |
| EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread |
0 |
0 |
0 |
0 |
4 |
10 |
18 |
37 |
| Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism |
0 |
0 |
0 |
0 |
1 |
2 |
22 |
57 |
| Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price |
0 |
0 |
0 |
0 |
5 |
9 |
21 |
41 |
| Emissions Trading: What Makes It Work? |
0 |
0 |
0 |
89 |
1 |
2 |
3 |
98 |
| Energy Risk Management with Carbon Assets |
0 |
0 |
0 |
113 |
3 |
4 |
7 |
201 |
| Etudes économétriques récentes réalisées à partir des données de la CFTC |
0 |
0 |
0 |
23 |
0 |
4 |
4 |
117 |
| European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) |
0 |
0 |
0 |
0 |
4 |
8 |
16 |
30 |
| European carbon prices and banking restrictions: evidence from phase I (2005-2007) |
0 |
0 |
0 |
256 |
1 |
4 |
11 |
601 |
| European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production |
1 |
1 |
2 |
230 |
3 |
6 |
14 |
468 |
| Financial Mathematics, Volatility and Covariance Modelling |
0 |
0 |
0 |
0 |
6 |
11 |
13 |
13 |
| Forecasting world and regional aviation jet fuel demands to the mid-term (2025) |
0 |
0 |
0 |
0 |
4 |
7 |
16 |
40 |
| Fundamental and Financial Influences on the Co-movement of Oil and Gas prices |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
26 |
| Geographical Diversification with a World Volatility Index |
0 |
0 |
0 |
0 |
2 |
8 |
12 |
15 |
| International Financial Markets |
0 |
0 |
0 |
0 |
4 |
9 |
9 |
9 |
| Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power |
0 |
0 |
0 |
79 |
1 |
3 |
6 |
120 |
| Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model |
0 |
1 |
2 |
64 |
2 |
6 |
16 |
315 |
| Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models |
0 |
0 |
14 |
14 |
1 |
1 |
9 |
9 |
| Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models |
0 |
0 |
13 |
13 |
0 |
2 |
11 |
11 |
| Les déterminants du prix du carbone sur le marché européen des quotas |
1 |
1 |
1 |
79 |
3 |
3 |
5 |
192 |
| Leverage vs. Feedback: Which Effect Drives the Oil Market ? |
0 |
0 |
0 |
0 |
5 |
6 |
12 |
19 |
| Leverage vs. Feedback: Which Effect Drives the Oil Market? |
0 |
1 |
1 |
21 |
1 |
7 |
19 |
104 |
| Mean-Reverting Lévy Jump Dynamics in the European Power Sector |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
| Modeling the dynamics of European carbon futures price: a Zipf analysis |
0 |
0 |
3 |
64 |
0 |
7 |
12 |
93 |
| Modelling the convenience yield in carbon prices using daily and realized measures |
0 |
0 |
2 |
89 |
2 |
4 |
11 |
184 |
| Oil vs. gasoline: The dark side of volatility and taxation |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
31 |
| On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps |
1 |
4 |
27 |
27 |
3 |
11 |
27 |
27 |
| On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
11 |
| On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting |
0 |
0 |
0 |
44 |
3 |
6 |
9 |
190 |
| On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
19 |
| On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
0 |
16 |
1 |
3 |
7 |
69 |
| On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
0 |
45 |
2 |
5 |
9 |
137 |
| On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
0 |
101 |
0 |
6 |
9 |
281 |
| On the volatility-volume relationship in energy futures markets using intraday data |
0 |
1 |
5 |
181 |
3 |
10 |
20 |
334 |
| Options Introduction and Volatility in the EU ETS |
0 |
0 |
0 |
50 |
1 |
3 |
9 |
115 |
| Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
44 |
4 |
6 |
12 |
111 |
| Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
37 |
2 |
6 |
13 |
143 |
| Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
103 |
0 |
1 |
6 |
250 |
| Price relationships in the EU emissions trading system |
0 |
0 |
0 |
101 |
3 |
3 |
3 |
172 |
| Primary balance dynamics and public debt sustainability in Kenya |
3 |
5 |
16 |
16 |
5 |
16 |
28 |
28 |
| Re-examining the concept of sustainable development in light of climate change |
0 |
0 |
1 |
85 |
1 |
3 |
7 |
140 |
| Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
11 |
| Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
16 |
| Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries |
0 |
0 |
17 |
17 |
1 |
4 |
22 |
22 |
| Spikes and crashes in the oil market |
0 |
0 |
0 |
0 |
4 |
5 |
12 |
32 |
| Spéculation et marchés dérivés du pétrole |
0 |
0 |
0 |
33 |
3 |
3 |
4 |
166 |
| Study of the dynamic of Bitcoin's price |
0 |
2 |
29 |
29 |
2 |
7 |
13 |
13 |
| The EU ETS: CO2 prices drivers during the learning experience (2005-2007) |
0 |
0 |
0 |
145 |
0 |
2 |
3 |
353 |
| The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices |
0 |
0 |
2 |
276 |
0 |
1 |
14 |
645 |
| The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market |
0 |
0 |
2 |
88 |
3 |
5 |
11 |
253 |
| The European carbon market (2005-2007): banking, pricing and risk-hedging strategies |
0 |
1 |
1 |
105 |
0 |
3 |
3 |
201 |
| The cross-market index for volatility surprise |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
| The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process |
0 |
0 |
1 |
25 |
1 |
5 |
15 |
87 |
| The place of gold in the cross-market dependencies |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
26 |
| Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models |
1 |
1 |
3 |
15 |
6 |
8 |
14 |
65 |
| Understanding the link between aggregated industrial production and the carbon price |
0 |
0 |
0 |
32 |
3 |
3 |
5 |
39 |
| Volatility equicorrelation: A cross-market perspective |
0 |
0 |
0 |
0 |
4 |
6 |
8 |
15 |
| Volatility returns with vengeance: Financial markets vs. commodities |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
11 |
| Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? |
0 |
0 |
0 |
14 |
1 |
2 |
8 |
53 |
| Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? |
0 |
0 |
2 |
44 |
1 |
3 |
9 |
152 |
| Total Working Papers |
8 |
22 |
187 |
4,082 |
164 |
414 |
876 |
9,703 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
0 |
1 |
10 |
102 |
2 |
10 |
24 |
259 |
| A conditional dependence approach to CO2-energy price relationships |
3 |
4 |
4 |
4 |
6 |
10 |
10 |
10 |
| A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) |
1 |
2 |
3 |
8 |
1 |
4 |
5 |
40 |
| A cross-volatility index for hedging the country risk |
0 |
0 |
2 |
16 |
1 |
5 |
19 |
93 |
| A model of carbon price interactions with macroeconomic and energy dynamics |
1 |
2 |
6 |
40 |
2 |
5 |
24 |
139 |
| A new weighting-scheme for equity indexes |
0 |
0 |
1 |
4 |
2 |
5 |
13 |
28 |
| Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach |
0 |
1 |
3 |
3 |
0 |
3 |
13 |
13 |
| Air traffic energy efficiency differs from place to place: New results from a macro-level approach |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
19 |
| Allocating CO2 allowances to emitters in China: A multi-objective decision approach |
1 |
1 |
1 |
2 |
2 |
5 |
8 |
14 |
| An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting |
0 |
0 |
0 |
8 |
0 |
2 |
3 |
27 |
| An equicorrelation measure for equity, bond, foreign exchange and commodity returns |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
48 |
| An intertemporal carbon emissions trading system with cap adjustment and path control |
0 |
0 |
7 |
7 |
1 |
7 |
24 |
27 |
| Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
1 |
1 |
3 |
72 |
2 |
5 |
11 |
234 |
| BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN |
1 |
1 |
2 |
106 |
1 |
6 |
12 |
253 |
| Bankable emission permits under uncertainty and optimal risk-management rules |
0 |
0 |
1 |
25 |
1 |
2 |
6 |
99 |
| CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model |
0 |
0 |
2 |
3 |
0 |
0 |
2 |
11 |
| Can China achieve its carbon intensity target by 2020 while sustaining economic growth? |
0 |
0 |
1 |
9 |
0 |
1 |
7 |
64 |
| Capital–energy substitution in China: regional differences and dynamic evolution |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
8 |
| Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing |
5 |
12 |
53 |
150 |
15 |
42 |
151 |
361 |
| Carbon Price Analysis Using Empirical Mode Decomposition |
0 |
0 |
6 |
22 |
1 |
7 |
25 |
122 |
| Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK |
0 |
1 |
1 |
20 |
1 |
4 |
4 |
83 |
| Carbon futures and macroeconomic risk factors: A view from the EU ETS |
4 |
6 |
13 |
187 |
7 |
15 |
38 |
467 |
| Cointegration between carbon spot and futures prices: from linear to nonlinear modeling |
0 |
1 |
4 |
171 |
2 |
9 |
21 |
381 |
| Commodities risk premia and regional integration in gas-exporting countries |
0 |
1 |
1 |
1 |
3 |
10 |
13 |
13 |
| Commodity markets through the business cycle |
0 |
0 |
0 |
12 |
2 |
3 |
5 |
50 |
| Common risk factors in commodities |
3 |
11 |
21 |
212 |
11 |
38 |
103 |
752 |
| Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
29 |
| Cross-country performance of Lévy regime-switching models for stock markets |
0 |
0 |
1 |
4 |
0 |
1 |
4 |
8 |
| Cross-market index with Factor-DCC |
0 |
0 |
1 |
12 |
1 |
3 |
9 |
70 |
| Cross-market linkages between commodities, stocks and bonds |
0 |
0 |
0 |
31 |
2 |
3 |
5 |
88 |
| Cross-market spillovers with ‘volatility surprise’ |
0 |
0 |
0 |
13 |
3 |
7 |
15 |
71 |
| Cross-market volatility index with Factor-DCC |
0 |
0 |
1 |
8 |
0 |
3 |
29 |
90 |
| Detecting instability in the volatility of carbon prices |
0 |
0 |
2 |
60 |
1 |
5 |
11 |
188 |
| Detecting jumps and regime switches in international stock markets returns |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
19 |
| Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 |
1 |
2 |
4 |
8 |
1 |
4 |
10 |
21 |
| EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread |
0 |
3 |
7 |
103 |
1 |
9 |
23 |
326 |
| EUAs and CERs: Interactions in a Markov regime-switching environment |
0 |
0 |
2 |
44 |
0 |
2 |
7 |
124 |
| EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis |
0 |
0 |
6 |
64 |
2 |
5 |
24 |
187 |
| Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism |
0 |
2 |
14 |
58 |
1 |
6 |
33 |
127 |
| Economic Consequences of Permits Allocation Rules |
0 |
0 |
1 |
31 |
1 |
6 |
12 |
95 |
| Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors |
0 |
1 |
7 |
149 |
0 |
4 |
14 |
364 |
| Energy risk management with carbon assets |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
90 |
| Enriching the VaR framework to EEMD with an application to the European carbon market |
0 |
1 |
2 |
2 |
0 |
1 |
6 |
6 |
| Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
| Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching |
1 |
1 |
4 |
8 |
5 |
7 |
16 |
28 |
| European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) |
0 |
0 |
4 |
39 |
2 |
5 |
16 |
313 |
| Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models |
0 |
1 |
3 |
26 |
0 |
8 |
11 |
117 |
| Examining the structural changes of European carbon futures price 2005-2012 |
1 |
2 |
2 |
83 |
1 |
6 |
8 |
217 |
| Forecasting the density of returns in crude oil futures markets |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
14 |
| Forecasting world and regional aviation jet fuel demands to the mid-term (2025) |
0 |
1 |
4 |
229 |
1 |
3 |
14 |
889 |
| Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices |
0 |
2 |
5 |
24 |
3 |
11 |
37 |
92 |
| Geographical diversification with a World Volatility Index |
0 |
0 |
0 |
5 |
3 |
6 |
13 |
62 |
| Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis |
0 |
0 |
0 |
49 |
2 |
5 |
11 |
158 |
| Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market |
0 |
0 |
3 |
3 |
0 |
1 |
7 |
12 |
| Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China |
0 |
0 |
3 |
3 |
0 |
4 |
9 |
9 |
| Investigating the leverage effect in commodity markets with a recursive estimation approach |
0 |
1 |
7 |
19 |
3 |
8 |
23 |
61 |
| Leverage vs. feedback: Which Effect drives the oil market? |
0 |
0 |
1 |
10 |
1 |
4 |
8 |
64 |
| Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model |
0 |
1 |
1 |
8 |
2 |
5 |
11 |
49 |
| Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model |
1 |
1 |
2 |
51 |
1 |
2 |
5 |
158 |
| Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots |
0 |
1 |
1 |
1 |
1 |
10 |
20 |
20 |
| Market integration and financial linkages among stock markets in Pacific Basin countries |
1 |
3 |
11 |
14 |
1 |
10 |
43 |
58 |
| Mean-field limit of generalized Hawkes processes |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
6 |
| Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| Modelling risk premia in CO2 allowances spot and futures prices |
0 |
0 |
0 |
98 |
1 |
2 |
5 |
227 |
| Modelling the dynamics of European carbon futures price: A Zipf analysis |
0 |
0 |
1 |
29 |
0 |
3 |
14 |
112 |
| Nonparametric modeling of carbon prices |
0 |
2 |
5 |
17 |
2 |
5 |
10 |
64 |
| Oil vs. gasoline: The dark side of volatility and taxation |
0 |
0 |
0 |
2 |
2 |
6 |
16 |
54 |
| On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
1 |
10 |
4 |
7 |
17 |
53 |
| On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model |
2 |
2 |
2 |
2 |
5 |
8 |
11 |
11 |
| On the estimation of regime-switching Lévy models |
0 |
3 |
10 |
24 |
4 |
13 |
35 |
80 |
| On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
1 |
28 |
0 |
2 |
8 |
142 |
| On the road to China's 2020 carbon intensity target from the perspective of “double control” |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
16 |
| On the volatility–volume relationship in energy futures markets using intraday data |
0 |
0 |
2 |
57 |
2 |
5 |
14 |
211 |
| Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
13 |
4 |
7 |
14 |
91 |
| Price drivers and structural breaks in European carbon prices 2005-2007 |
5 |
10 |
23 |
590 |
6 |
21 |
51 |
1,016 |
| Price relationships in crude oil futures: new evidence from CFTC disaggregated data |
0 |
1 |
3 |
47 |
2 |
4 |
10 |
132 |
| Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
27 |
| Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event |
0 |
0 |
0 |
50 |
0 |
4 |
5 |
192 |
| Spikes and crashes in the oil market |
0 |
0 |
0 |
12 |
4 |
6 |
12 |
65 |
| Spéculation et marchés dérivés du pétrole |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
10 |
| Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
35 |
| Supply-side structural effects of air pollutant emissions in China: A comparative analysis |
1 |
1 |
5 |
5 |
1 |
2 |
9 |
9 |
| Tail risk and the return-volatility relation |
0 |
1 |
3 |
4 |
1 |
5 |
11 |
13 |
| The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices |
1 |
1 |
1 |
54 |
2 |
3 |
6 |
156 |
| The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis |
1 |
3 |
8 |
28 |
4 |
11 |
29 |
132 |
| The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
72 |
| The impact of nonlinearities for carbon markets analyses |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
20 |
| The place of gold in the cross-market dependencies |
0 |
0 |
2 |
7 |
1 |
9 |
29 |
59 |
| Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models |
0 |
0 |
4 |
58 |
1 |
4 |
10 |
122 |
| Twenty years of jumps in commodity markets |
0 |
0 |
0 |
14 |
2 |
3 |
8 |
60 |
| Understanding momentum in commodity markets |
0 |
1 |
2 |
22 |
2 |
4 |
6 |
56 |
| Variance risk-premia in CO2 markets |
0 |
1 |
1 |
18 |
2 |
5 |
5 |
78 |
| Volatility equicorrelation: A cross-market perspective |
0 |
0 |
0 |
22 |
1 |
3 |
5 |
73 |
| Volatility forecasting of carbon prices using factor models |
0 |
0 |
2 |
106 |
1 |
5 |
9 |
242 |
| Volatility returns with vengeance: Financial markets vs. commodities |
0 |
0 |
1 |
34 |
0 |
8 |
29 |
137 |
| Volatility spillovers in commodity markets |
0 |
0 |
0 |
45 |
1 |
2 |
4 |
102 |
| Wavelet packet transforms analysis applied to carbon prices |
0 |
0 |
0 |
40 |
2 |
4 |
5 |
95 |
| “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets |
1 |
1 |
10 |
19 |
4 |
10 |
58 |
97 |
| “Time series momentum” in commodity markets |
0 |
0 |
2 |
28 |
1 |
1 |
3 |
65 |
| Total Journal Articles |
36 |
95 |
334 |
3,902 |
174 |
547 |
1,496 |
11,982 |
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