Related references
Note: Only part of the references are listed.Forecasting oil and gold volatilities with sentiment indicators under structural breaks
Jiawen Luo et al.
ENERGY ECONOMICS (2022)
Shale revolution, oil and gas prices, and drilling activities in the United States
Shishir Shakya et al.
ENERGY ECONOMICS (2022)
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions
Saswat Patra
ENERGY ECONOMICS (2021)
Green markets integration in different time scales: A regional analysis
Christian Urom et al.
ENERGY ECONOMICS (2021)
Reviewing the Market Stability Reserve in light of more ambitious EU ETS emission targets
Sebastian Osorio et al.
ENERGY POLICY (2021)
The expansion of RES and the EU ETS - valuable addition or conflicting instruments?
Carl-Philipp Anke et al.
ENERGY POLICY (2021)
Does weather, or energy prices, affect carbon prices?
Jonathan A. Batten et al.
ENERGY ECONOMICS (2021)
Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments
Muhammad Yahya et al.
ENERGY ECONOMICS (2021)
Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach
Dominik P. Storhas et al.
ENERGY ECONOMICS (2020)
Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis
Zhuhua Jiang et al.
ENERGY ECONOMICS (2020)
The long-term impact of the market stability reserve on the EU emission trading system
Kenneth Bruninx et al.
ENERGY ECONOMICS (2020)
Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
Aviral Kumar Tiwari et al.
ENERGY ECONOMICS (2020)
CO2 emissions and economic activity: A short-to-medium run perspective
Jack Fosten
ENERGY ECONOMICS (2019)
Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
Besma Hamdi et al.
ENERGY ECONOMICS (2019)
Price and volatility spillovers across the international steam coal market
Jonathan A. Batten et al.
ENERGY ECONOMICS (2019)
Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
Muhammad Yahya et al.
ENERGY ECONOMICS (2019)
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective
Lu Yang
ENERGY ECONOMICS (2019)
CO2 emissions, economic and population growth, and renewable energy: Empirical evidence across regions
Kangyin Dong et al.
ENERGY ECONOMICS (2018)
Analyzing the time-frequency lead-lag relationship between oil and agricultural commodities
Aviral Kumar Tiwari et al.
ENERGY ECONOMICS (2018)
Multiple bubbles in the European Union Emission Trading Scheme
Anna Creti et al.
ENERGY POLICY (2017)
What policy adjustments in the EU ETS truly affected the carbon prices?
Ying Fan et al.
ENERGY POLICY (2017)
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks
Georgios Xyngis
JOURNAL OF EMPIRICAL FINANCE (2017)
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
Juan C. Reboredo et al.
ENERGY ECONOMICS (2017)
The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
Walid Mensi et al.
ENERGY ECONOMICS (2017)
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors
Byoung Uk Kang et al.
JOURNAL OF EMPIRICAL FINANCE (2017)
A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Heni Boubaker et al.
ENERGY ECONOMICS (2017)
Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis
Debdatta Pal et al.
ENERGY ECONOMICS (2017)
Carbon mitigation in the electric power sector under cap-and-trade and renewables policies
Erik Delarue et al.
ENERGY POLICY (2016)
The dynamic impact of renewable energy consumption on CO2 emissions: A revisited Environmental Kuznets Curve approach
Faik Bilgili et al.
RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2016)
Adjusting the CO2 cap to subsidised RES generation: Can CO2 prices be decoupled from renewable policy?
Jorn C. Richstein et al.
APPLIED ENERGY (2015)
Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis
R. Khalfaoui et al.
ENERGY ECONOMICS (2015)
Emission abatement: Untangling the impacts of the EU ETS and the economic crisis
Germa Bel et al.
ENERGY ECONOMICS (2015)
Governance of CO2 markets: Lessons from the EU ETS
Christian de Perthuis et al.
ENERGY POLICY (2014)
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Francis X. Diebold et al.
JOURNAL OF ECONOMETRICS (2014)
Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model
Nicholas Apergis et al.
ENERGY ECONOMICS (2014)
Impact of renewables deployment on the CO2 price and the CO2 emissions in the European electricity sector
Kenneth Van den Bergh et al.
ENERGY POLICY (2013)
Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals
Piia Aatola et al.
ENERGY ECONOMICS (2013)
Renewable electricity policies, heterogeneity, and cost effectiveness
Harrison Fell et al.
JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT (2013)
CO2 abatement from renewables in the German electricity sector: Does a CO2 price help?
Hannes Weigt et al.
ENERGY ECONOMICS (2013)
Long-Run Risk and the Persistence of Consumption Shocks
Fulvio Ortu et al.
REVIEW OF FINANCIAL STUDIES (2013)
Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
Benjamin Johannes Lutz et al.
ENERGY ECONOMICS (2013)
Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis
Surender Kumar et al.
ENERGY ECONOMICS (2012)
Efficiency, productivity and environmental policy: A case study of power generation in the EU
Jurate Jaraite et al.
ENERGY ECONOMICS (2012)
Fuel switching and climate and energy policies in the European power generation sector: A generalized Leontief model
Fredrik Pettersson et al.
ENERGY ECONOMICS (2012)
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Christian Conrad et al.
ENERGY ECONOMICS (2012)
Carbon price drivers: Phase I versus Phase II equilibrium?
Anna Creti et al.
ENERGY ECONOMICS (2012)
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold et al.
INTERNATIONAL JOURNAL OF FORECASTING (2012)
European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)
Emilie Alberola et al.
ENERGY JOURNAL (2011)
Impact of the economic recession on the European power sector's CO2 emissions
Bruno Declercq et al.
ENERGY POLICY (2011)
A model of carbon price interactions with macroeconomic and energy dynamics
Julien Chevallier
ENERGY ECONOMICS (2011)
Nonlinear price dynamics between CO2 futures and Brent
Massimo Peri et al.
APPLIED ECONOMICS LETTERS (2011)
Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns
Rania Jammazi et al.
ENERGY POLICY (2010)
Causalities between CO2, electricity, and other energy variables during phase I and phase II of the EU ETS
Jan Horst Keppler et al.
ENERGY POLICY (2010)
The impact of the EU ETS on the sectoral innovation system for power generation technologies - Findings for Germany
Karoline S. Rogge et al.
ENERGY POLICY (2010)
Allowance price drivers in the first phase of the EU ETS
Beat Hintermann
JOURNAL OF ENVIRONMENTAL ECONOMICS AND MANAGEMENT (2010)
Trend in efficiency and capacity of fossil power generation in the EU
Wina Graus et al.
ENERGY POLICY (2009)
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event
Julien Chevallier et al.
ENERGY POLICY (2009)
Carbon futures and macroeconomic risk factors: A view from the EU ETS
Julien Chevallier
ENERGY ECONOMICS (2009)
Modeling the price dynamics of CO2 emission allowances
Eva Benz et al.
ENERGY ECONOMICS (2009)
Price drivers and structural breaks in European carbon prices 2005-2007
Emilie Alberola et al.
ENERGY POLICY (2008)
Climate policies and the power sector: Challenges and issues
Yihsu Chen et al.
JOURNAL OF ENERGY ENGINEERING-ASCE (2008)
Multi-scale jump and volatility analysis for high-frequency financial data
Jianqing Fan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)
Multiscale systematic risk
R Gençay et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2005)
Fossil fuel flexibility in west European power generation and the impact of system load factors
P Soderholm
ENERGY ECONOMICS (2001)