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 |
51 |
48 |
237 |
299 |
445 |
A Fear Index to Predict Oil Futures Returns |
0 |
0 |
0 |
0 |
1 |
4 |
21 |
30 |
A cross-volatility index for hedging the country risk |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
21 |
A differential game of intertemporal emissions trading with market power |
0 |
0 |
1 |
231 |
0 |
0 |
12 |
489 |
A fear index to predict oil futures returns |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
39 |
A fear index to predict oil futures returns |
0 |
0 |
1 |
32 |
3 |
30 |
42 |
153 |
Air traffic energy efficiency differs from place to place: analysis of historical trends by geographical zones using a macro-level methodology |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Air traffic energy efficiency differs from place to place: new results from a macro-level approach |
0 |
0 |
0 |
6 |
2 |
4 |
5 |
41 |
Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence |
0 |
1 |
1 |
109 |
1 |
3 |
8 |
271 |
Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market |
0 |
0 |
1 |
121 |
0 |
0 |
5 |
288 |
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK |
0 |
1 |
1 |
88 |
0 |
1 |
4 |
209 |
Carbon Price Drivers: An Updated Literature Review |
0 |
0 |
2 |
116 |
2 |
3 |
14 |
158 |
Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis |
0 |
0 |
0 |
293 |
0 |
0 |
3 |
506 |
Carbon leakage and competitiveness of cement and steel industries under the EU ETS: much ado about nothing |
0 |
0 |
0 |
0 |
2 |
3 |
11 |
11 |
Carbon price analysis using empirical mode decomposition |
0 |
0 |
2 |
87 |
0 |
0 |
8 |
138 |
Climate finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints |
1 |
1 |
7 |
37 |
4 |
5 |
14 |
31 |
Commodities risk premia and regional integration in gas-exporting countries |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
20 |
Cross-Market Spillovers with 'Volatility Surprise' |
0 |
1 |
1 |
48 |
1 |
3 |
11 |
88 |
Cross-Market Spillovers with 'Volatility Surprise' |
0 |
0 |
0 |
0 |
1 |
7 |
15 |
35 |
Cross-Market Spillovers with ‘Volatility Surprise’ |
0 |
0 |
2 |
68 |
0 |
3 |
6 |
152 |
Cross-market index with Factor-DCC |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
20 |
Cross-market volatility index with Factor-DCC |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
29 |
Detecting jumps and regime-switches in international stock markets returns |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
24 |
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
48 |
Econometric Analysis of Carbon Markets: The European Union Emissions Trading Scheme and the Clean Development Mechanism |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
73 |
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
56 |
Emissions Trading: What Makes It Work? |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
100 |
Energy Risk Management with Carbon Assets |
0 |
0 |
1 |
114 |
0 |
0 |
2 |
203 |
Etudes économétriques récentes réalisées à partir des données de la CFTC |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
119 |
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
40 |
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
European carbon prices and banking restrictions: evidence from phase I (2005-2007) |
0 |
0 |
4 |
261 |
1 |
4 |
12 |
614 |
European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production |
0 |
0 |
2 |
232 |
1 |
2 |
10 |
478 |
Financial Mathematics, Volatility and Covariance Modelling |
0 |
0 |
0 |
0 |
2 |
4 |
12 |
27 |
Forecasting air traffic and corresponding jet-fuel demande until 2025 |
0 |
1 |
3 |
3 |
0 |
3 |
9 |
9 |
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
54 |
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
39 |
Geographical Diversification with a World Volatility Index |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
24 |
International Financial Markets |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
18 |
Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power |
0 |
0 |
0 |
79 |
1 |
3 |
5 |
125 |
Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
320 |
Investigating Fiscal and Monetary Policies Coordination and Public Debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models |
0 |
0 |
1 |
15 |
0 |
1 |
5 |
15 |
Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models |
0 |
0 |
2 |
15 |
0 |
2 |
12 |
24 |
Les déterminants du prix du carbone sur le marché européen des quotas |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
194 |
Leverage vs. Feedback: Which Effect Drives the Oil Market ? |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
33 |
Leverage vs. Feedback: Which Effect Drives the Oil Market? |
0 |
0 |
2 |
23 |
0 |
1 |
14 |
118 |
Mean-Reverting Lévy Jump Dynamics in the European Power Sector |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
14 |
Modeling the dynamics of European carbon futures price: a Zipf analysis |
0 |
0 |
0 |
65 |
0 |
1 |
3 |
97 |
Modelling the convenience yield in carbon prices using daily and realized measures |
0 |
0 |
2 |
91 |
0 |
2 |
6 |
190 |
Oil Price Risk and Financial Contagion |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
10 |
Oil vs. gasoline: The dark side of volatility and taxation |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
38 |
On the Bitcoin price dynamics: an augmented Markov-Switching model with Lévy jumps |
0 |
0 |
3 |
32 |
0 |
2 |
11 |
42 |
On the CO2 emissions determinants during the EU ETS Phases I and II: a plant-level analysis merging the EUTL and Platts power data |
0 |
0 |
0 |
0 |
3 |
12 |
47 |
52 |
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
24 |
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting |
0 |
0 |
0 |
44 |
1 |
2 |
9 |
199 |
On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
1 |
17 |
0 |
0 |
5 |
75 |
On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
25 |
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
1 |
46 |
0 |
2 |
11 |
148 |
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
0 |
101 |
0 |
2 |
10 |
291 |
On the volatility-volume relationship in energy futures markets using intraday data |
0 |
0 |
1 |
182 |
0 |
1 |
20 |
355 |
Options Introduction and Volatility in the EU ETS |
1 |
1 |
2 |
52 |
1 |
4 |
9 |
124 |
Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
44 |
1 |
4 |
10 |
121 |
Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
103 |
0 |
4 |
9 |
259 |
Options introduction and volatility in the EU ETS |
0 |
0 |
0 |
37 |
0 |
5 |
9 |
153 |
Price relationships in the EU emissions trading system |
1 |
2 |
2 |
103 |
1 |
4 |
6 |
178 |
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
Primary balance dynamics and public debt sustainability in Kenya |
0 |
0 |
3 |
19 |
0 |
1 |
24 |
55 |
Re-examining the concept of sustainable development in light of climate change |
0 |
0 |
0 |
85 |
0 |
0 |
7 |
147 |
Realized EquiCorrelation: a bird’s-eye view of financial stress on equity markets |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
21 |
Regime changes and fiscal sustainability in Kenya with comparative nonlinear Granger causalities across East-African countries |
0 |
0 |
7 |
24 |
1 |
3 |
17 |
40 |
Spikes and crashes in the oil market |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
40 |
Spéculation et marchés dérivés du pétrole |
0 |
0 |
0 |
33 |
1 |
2 |
6 |
173 |
Statistical Method to Estimate Regime-Switching Levy Model |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Study of the dynamic of Bitcoin's price |
0 |
1 |
4 |
35 |
0 |
2 |
13 |
28 |
The EU ETS: CO2 prices drivers during the learning experience (2005-2007) |
0 |
0 |
1 |
146 |
0 |
1 |
6 |
359 |
The EU Emissions Trading Scheme: Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices |
0 |
0 |
4 |
280 |
1 |
5 |
14 |
659 |
The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market |
0 |
0 |
0 |
88 |
0 |
0 |
4 |
258 |
The Economics of Commodity Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
The Economics of Commodity Markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
The European carbon market (2005-2007): banking, pricing and risk-hedging strategies |
0 |
0 |
2 |
108 |
0 |
0 |
5 |
207 |
The cross-market index for volatility surprise |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
10 |
The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process |
0 |
1 |
2 |
27 |
1 |
2 |
8 |
95 |
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models |
0 |
0 |
1 |
16 |
2 |
4 |
15 |
82 |
Understanding the link between aggregated industrial production and the carbon price |
0 |
1 |
4 |
36 |
2 |
4 |
9 |
49 |
Volatility equicorrelation: A cross-market perspective |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
20 |
Volatility returns with vengeance: Financial markets vs. commodities |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
18 |
Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)? |
0 |
0 |
3 |
17 |
0 |
1 |
11 |
64 |
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term ? |
0 |
1 |
1 |
1 |
0 |
8 |
9 |
9 |
Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term? |
1 |
1 |
1 |
45 |
1 |
9 |
15 |
169 |
Total Working Papers |
4 |
13 |
80 |
4,172 |
99 |
461 |
1,132 |
10,846 |
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 |
0 |
5 |
108 |
0 |
3 |
16 |
277 |
A conditional dependence approach to CO2-energy price relationships |
0 |
0 |
6 |
10 |
0 |
2 |
16 |
29 |
A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012) |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
48 |
A cross-volatility index for hedging the country risk |
0 |
2 |
2 |
18 |
2 |
4 |
10 |
103 |
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets |
0 |
0 |
5 |
5 |
1 |
3 |
13 |
13 |
A model of carbon price interactions with macroeconomic and energy dynamics |
1 |
1 |
5 |
46 |
2 |
4 |
21 |
162 |
A new weighting-scheme for equity indexes |
1 |
1 |
3 |
7 |
3 |
5 |
9 |
37 |
Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach |
0 |
0 |
1 |
4 |
0 |
1 |
7 |
20 |
Air traffic energy efficiency differs from place to place: New results from a macro-level approach |
0 |
0 |
0 |
1 |
2 |
4 |
8 |
27 |
Allocating CO2 allowances to emitters in China: A multi-objective decision approach |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
19 |
Allocating provincial CO2 quotas for the Chinese national carbon program |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting |
0 |
1 |
2 |
10 |
0 |
1 |
2 |
29 |
An equicorrelation measure for equity, bond, foreign exchange and commodity returns |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
51 |
An intertemporal carbon emissions trading system with cap adjustment and path control |
0 |
0 |
0 |
7 |
1 |
2 |
5 |
32 |
Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model |
0 |
0 |
1 |
73 |
1 |
2 |
6 |
240 |
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models |
1 |
2 |
3 |
3 |
6 |
10 |
16 |
16 |
BANKING AND BORROWING IN THE EU ETS: A REVIEW OF ECONOMIC MODELLING, CURRENT PROVISIONS AND PROSPECTS FOR FUTURE DESIGN |
0 |
0 |
2 |
109 |
2 |
2 |
8 |
263 |
Bankable emission permits under uncertainty and optimal risk-management rules |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
103 |
CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
12 |
Can China achieve its carbon intensity target by 2020 while sustaining economic growth? |
0 |
0 |
1 |
10 |
0 |
1 |
6 |
72 |
Capital–energy substitution in China: regional differences and dynamic evolution |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
10 |
Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing |
5 |
21 |
64 |
224 |
18 |
71 |
222 |
604 |
Carbon Price Analysis Using Empirical Mode Decomposition |
0 |
1 |
8 |
31 |
1 |
5 |
20 |
143 |
Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
86 |
Carbon futures and macroeconomic risk factors: A view from the EU ETS |
2 |
7 |
17 |
204 |
5 |
15 |
35 |
503 |
Cointegration between carbon spot and futures prices: from linear to nonlinear modeling |
1 |
1 |
2 |
174 |
1 |
2 |
10 |
392 |
Commodities risk premia and regional integration in gas-exporting countries |
0 |
0 |
4 |
5 |
0 |
2 |
15 |
32 |
Commodity markets through the business cycle |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
54 |
Common risk factors in commodities |
2 |
4 |
21 |
233 |
3 |
11 |
89 |
847 |
Covid-19 Pandemic and Financial Contagion |
0 |
0 |
0 |
0 |
6 |
6 |
6 |
6 |
Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production |
0 |
0 |
0 |
7 |
0 |
0 |
9 |
38 |
Cross-country performance of Lévy regime-switching models for stock markets |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
10 |
Cross-market index with Factor-DCC |
0 |
0 |
0 |
12 |
2 |
2 |
8 |
78 |
Cross-market linkages between commodities, stocks and bonds |
0 |
0 |
0 |
31 |
0 |
0 |
5 |
94 |
Cross-market spillovers with ‘volatility surprise’ |
0 |
0 |
0 |
13 |
1 |
3 |
8 |
80 |
Cross-market volatility index with Factor-DCC |
0 |
0 |
0 |
8 |
3 |
3 |
7 |
97 |
Cross‐market spillovers with ‘volatility surprise’ |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Detecting instability in the volatility of carbon prices |
1 |
1 |
4 |
64 |
1 |
1 |
12 |
202 |
Detecting jumps and regime switches in international stock markets returns |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
22 |
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence |
1 |
3 |
3 |
3 |
1 |
3 |
3 |
3 |
Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices |
0 |
1 |
1 |
1 |
1 |
3 |
14 |
14 |
Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 |
0 |
0 |
0 |
8 |
0 |
2 |
6 |
27 |
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread |
0 |
0 |
2 |
105 |
1 |
2 |
15 |
343 |
EUAs and CERs: Interactions in a Markov regime-switching environment |
1 |
2 |
2 |
46 |
1 |
2 |
6 |
130 |
EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis |
0 |
0 |
1 |
65 |
1 |
1 |
10 |
198 |
Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism |
0 |
2 |
9 |
67 |
2 |
6 |
23 |
150 |
Economic Consequences of Permits Allocation Rules |
1 |
1 |
2 |
33 |
1 |
3 |
10 |
105 |
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors |
0 |
4 |
10 |
160 |
1 |
6 |
15 |
382 |
Energy risk management with carbon assets |
0 |
0 |
4 |
26 |
0 |
0 |
8 |
100 |
Enriching the VaR framework to EEMD with an application to the European carbon market |
0 |
0 |
1 |
3 |
1 |
2 |
7 |
13 |
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 |
2 |
9 |
Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching |
0 |
1 |
6 |
14 |
0 |
2 |
17 |
45 |
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) |
0 |
1 |
1 |
40 |
1 |
4 |
12 |
326 |
Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models |
0 |
0 |
1 |
28 |
0 |
0 |
6 |
128 |
Examining the structural changes of European carbon futures price 2005-2012 |
0 |
1 |
2 |
85 |
0 |
1 |
3 |
220 |
Forecasting the density of returns in crude oil futures markets |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
Forecasting world and regional aviation jet fuel demands to the mid-term (2025) |
0 |
0 |
6 |
235 |
0 |
3 |
20 |
909 |
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices |
0 |
0 |
3 |
27 |
1 |
3 |
21 |
116 |
Geographical diversification with a World Volatility Index |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
71 |
Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis |
0 |
0 |
1 |
51 |
2 |
2 |
23 |
183 |
Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
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 |
3 |
0 |
4 |
11 |
23 |
Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach |
0 |
0 |
2 |
2 |
0 |
7 |
13 |
13 |
Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China |
0 |
2 |
2 |
5 |
4 |
14 |
33 |
45 |
Investigating the leverage effect in commodity markets with a recursive estimation approach |
0 |
1 |
3 |
23 |
2 |
6 |
20 |
82 |
Leverage vs. feedback: Which Effect drives the oil market? |
0 |
0 |
3 |
13 |
1 |
2 |
10 |
74 |
Local Gaussian correlations in financial and commodity markets |
0 |
1 |
1 |
1 |
1 |
3 |
10 |
10 |
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model |
0 |
1 |
2 |
53 |
1 |
3 |
7 |
167 |
Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model |
0 |
0 |
1 |
9 |
0 |
2 |
7 |
57 |
Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots |
0 |
1 |
3 |
6 |
1 |
3 |
22 |
47 |
Market integration and financial linkages among stock markets in Pacific Basin countries |
0 |
0 |
3 |
23 |
1 |
2 |
21 |
91 |
Mean-field limit of generalized Hawkes processes |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
8 |
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach |
0 |
0 |
1 |
1 |
1 |
2 |
14 |
22 |
Modelling risk premia in CO2 allowances spot and futures prices |
0 |
0 |
1 |
99 |
0 |
1 |
6 |
233 |
Modelling the dynamics of European carbon futures price: A Zipf analysis |
0 |
0 |
1 |
30 |
0 |
1 |
7 |
119 |
Nonparametric modeling of carbon prices |
0 |
0 |
1 |
19 |
0 |
1 |
7 |
73 |
Oil vs. gasoline: The dark side of volatility and taxation |
0 |
0 |
0 |
2 |
0 |
2 |
12 |
68 |
On the Stochastic Properties of Carbon Futures Prices |
0 |
0 |
0 |
10 |
0 |
0 |
7 |
60 |
On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model |
1 |
2 |
11 |
16 |
4 |
12 |
50 |
67 |
On the estimation of regime-switching Lévy models |
0 |
2 |
7 |
32 |
0 |
5 |
25 |
106 |
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting |
0 |
0 |
0 |
28 |
1 |
3 |
8 |
150 |
On the road to China's 2020 carbon intensity target from the perspective of “double control” |
0 |
0 |
1 |
2 |
1 |
1 |
9 |
26 |
On the volatility–volume relationship in energy futures markets using intraday data |
0 |
1 |
5 |
62 |
1 |
2 |
8 |
221 |
Options introduction and volatility in the EU ETS |
0 |
0 |
2 |
15 |
0 |
3 |
8 |
100 |
Portfolio allocation across variance risk premia |
0 |
1 |
2 |
2 |
2 |
3 |
5 |
5 |
Price drivers and structural breaks in European carbon prices 2005-2007 |
3 |
11 |
33 |
625 |
6 |
22 |
64 |
1,083 |
Price relationships in crude oil futures: new evidence from CFTC disaggregated data |
0 |
0 |
1 |
48 |
0 |
0 |
9 |
144 |
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities |
0 |
0 |
0 |
0 |
2 |
7 |
7 |
7 |
Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
29 |
Regime changes and fiscal sustainability in Kenya |
0 |
1 |
11 |
11 |
1 |
11 |
35 |
35 |
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
196 |
Spikes and crashes in the oil market |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
71 |
Spéculation et marchés dérivés du pétrole |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
17 |
Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
39 |
Supply-side structural effects of air pollutant emissions in China: A comparative analysis |
0 |
0 |
0 |
5 |
1 |
1 |
6 |
17 |
Tail risk and the return-volatility relation |
0 |
0 |
1 |
5 |
0 |
3 |
7 |
20 |
The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices |
0 |
0 |
1 |
55 |
0 |
0 |
17 |
173 |
The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis |
1 |
1 |
15 |
45 |
2 |
5 |
41 |
175 |
The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
76 |
The impact of nonlinearities for carbon markets analyses |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
23 |
The place of gold in the cross-market dependencies |
0 |
0 |
2 |
9 |
3 |
5 |
28 |
87 |
Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models |
0 |
0 |
1 |
59 |
3 |
5 |
13 |
136 |
Twenty years of jumps in commodity markets |
0 |
0 |
2 |
16 |
0 |
0 |
9 |
69 |
Understanding momentum in commodity markets |
0 |
1 |
2 |
24 |
0 |
1 |
4 |
60 |
Variance risk-premia in CO2 markets |
0 |
0 |
2 |
20 |
0 |
1 |
8 |
86 |
Volatility equicorrelation: A cross-market perspective |
0 |
1 |
1 |
23 |
0 |
1 |
5 |
80 |
Volatility forecasting of carbon prices using factor models |
0 |
0 |
0 |
107 |
0 |
1 |
4 |
248 |
Volatility returns with vengeance: Financial markets vs. commodities |
0 |
0 |
0 |
35 |
0 |
1 |
15 |
155 |
Volatility spillovers in commodity markets |
0 |
1 |
2 |
47 |
0 |
3 |
10 |
112 |
Wavelet packet transforms analysis applied to carbon prices |
0 |
1 |
1 |
41 |
0 |
1 |
4 |
100 |
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets |
0 |
1 |
6 |
27 |
1 |
3 |
24 |
126 |
“Time series momentum” in commodity markets |
0 |
0 |
5 |
33 |
0 |
0 |
8 |
73 |
Total Journal Articles |
22 |
88 |
350 |
4,297 |
117 |
374 |
1,515 |
13,648 |