☆ 4.7 Article

Can energy predict the regional prices of carbon emission allowances in China?

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2022)

相关参考文献

注意：仅列出部分参考文献，下载原文获取全部文献信息。

Article Energy & Fuels

The determinants of CO2 prices in the EU emission trading system

Yuliya Lovcha et al.

Summary: The study found that fluctuations in the carbon price are mainly influenced by fundamental market variables, but individual contributions are not stable. Overall, the European Union's Emissions Trading System has started to work effectively.

APPLIED ENERGY (2022)

添加到收藏夹

Article Green & Sustainable Science & Technology

Price drivers in the carbon emissions trading scheme: Evidence from Chinese emissions trading scheme pilots

Chang-Jing Ji et al.

Summary: This study examines the price drivers in Chinese carbon emissions trading scheme pilots using structural breaks test and autoregressive distributed lag model. The results indicate that oversupply of allowances, low auction prices, and use of China certified emission reductions will cause carbon prices to decline significantly; while the expansion of carbon market and centralized trading will increase carbon prices. Oil prices are positively correlated with carbon prices, coal prices are negatively related, and prices of chemical and nonferrous products also affect carbon prices in different regions.

JOURNAL OF CLEANER PRODUCTION (2021)

添加到收藏夹

Article Green & Sustainable Science & Technology

Predicting carbon allowance prices with energy prices: A new approach

Oluwasegun B. Adekoya

Summary: This study examines the predictive role of energy prices in forecasting EU carbon allowance prices, using a novel estimation method. The results show that energy prices significantly predict carbon allowance prices, with asymmetric predictive models outperforming symmetric models for oil and coal prices, and mixed results for natural gas prices. The proposed models also outperform traditional models, providing robust policy inferences for carbon emissions mitigation and investment purposes.

JOURNAL OF CLEANER PRODUCTION (2021)

添加到收藏夹

Article Economics

Are there spillovers among China's pilots for carbon emission allowances trading?

Li-Yang Guo et al.

Summary: The study found that there are return and volatility spillovers among China's carbon emissions trading pilots, but the impact is relatively low with each pilot mainly driven by its own factors. The spillover effect shows an approximate M shaped fluctuation trend during the period from pre- to post-compliance, with return spillover dominated by short-term effects and volatility spillover dominated by long-term effects.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Economics

Asymmetric effects of oil shocks on carbon allowance price: Evidence from China

Yan Zheng et al.

Summary: The study reveals a long-term asymmetric effect of oil shocks on carbon allowance prices, mainly driven by oil supply shocks. After the establishment of a unified carbon market, the main factors influencing carbon allowance prices have shifted from oil demand shocks to oil supply shocks.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Economics

Does weather, or energy prices, affect carbon prices?

Jonathan A. Batten et al.

Summary: This study found that energy prices impact carbon prices, but only explain 12% of the variation. Weather variables have little effect on carbon prices, except for unexpected temperature changes. This implies that unexpected temperature changes, rather than the overall level of temperature, impact carbon prices, suggesting that climate change may lead to increased carbon price volatility and higher hedging costs.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Green & Sustainable Science & Technology

Carbon trading volume and price forecasting in China using multiple machine learning models

Hongfang Lu et al.

JOURNAL OF CLEANER PRODUCTION (2020)

添加到收藏夹

Article Green & Sustainable Science & Technology

Does the Impact of Carbon Price Determinants Change with the Different Quantiles of Carbon Prices? Evidence from China ETS Pilots

Wenjun Chu et al.

SUSTAINABILITY (2020)

添加到收藏夹

Article Environmental Sciences

Carbon price forecasting with optimization prediction method based on unstructured combination

Yongchun Huang et al.

SCIENCE OF THE TOTAL ENVIRONMENT (2020)

添加到收藏夹

Article Economics

Asymmetric relationship between carbon emission trading market and stock market: Evidences from China

Fenghua Wen et al.

ENERGY ECONOMICS (2020)

添加到收藏夹

Article Ecology

A Fuzzy Stochastic Model for Carbon Price Prediction Under the Effect of Demand-related Policy in China's Carbon Market

Yazhi Song et al.

ECOLOGICAL ECONOMICS (2019)

添加到收藏夹

Article Economics

Can energy prices predict stock returns? An extreme bounds analysis

Jae H. Kim et al.

ENERGY ECONOMICS (2019)

添加到收藏夹

Article Economics

A conditional dependence approach to CO2-energy price relationships

Julien Chevallier et al.

ENERGY ECONOMICS (2019)

添加到收藏夹

Article Economics

Urban energy transition in China: Insights from trends, socioeconomic drivers, and environmental impacts of Beijing

Pengpeng Zhang et al.

ENERGY POLICY (2018)

添加到收藏夹

Article Green & Sustainable Science & Technology

How China's current carbon trading policy affects carbon price? An investigation of the Shanghai Emission Trading Scheme pilot

Yazhi Song et al.

JOURNAL OF CLEANER PRODUCTION (2018)

添加到收藏夹

Article Energy & Fuels

Factors affecting the pilot trading market of carbon emissions in China

Yong Jiang et al.

PETROLEUM SCIENCE (2018)

添加到收藏夹

Review Green & Sustainable Science & Technology

The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China

Kai Chang et al.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2018)

添加到收藏夹

Article Economics

The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices

Shihong Zeng et al.

ENERGY POLICY (2017)

添加到收藏夹

Article Energy & Fuels

Dynamics of China's carbon prices in the pilot trading phase

John Hua Fan et al.

APPLIED ENERGY (2017)

添加到收藏夹

Article Economics

Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots

Kai Chang et al.

ENERGY ECONOMICS (2017)

添加到收藏夹

Article Energy & Fuels

Dependence changes between the carbon price and its fundamentals: A quantile regression approach

Xue-Ping Tan et al.

APPLIED ENERGY (2017)

添加到收藏夹

Article Green & Sustainable Science & Technology

The dynamic volatility spillover between European carbon trading market and fossil energy market

Yue-Jun Zhang et al.

JOURNAL OF CLEANER PRODUCTION (2016)

添加到收藏夹

Article Computer Science, Interdisciplinary Applications

ExtremeBounds: Extreme Bounds Analysis in R

Marek Hlavac

JOURNAL OF STATISTICAL SOFTWARE (2016)

添加到收藏夹

Article Economics

Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?-New evidence

Nicolas Koch et al.

ENERGY POLICY (2014)

添加到收藏夹

Article Economics

What explain the short-term dynamics of the prices of CO2 emissions?

Shawkat Hammoudeh et al.

ENERGY ECONOMICS (2014)

添加到收藏夹

Article Economics

Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals

Piia Aatola et al.

ENERGY ECONOMICS (2013)

添加到收藏夹

Article Business, Finance

Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis

Daniel Rittler

JOURNAL OF BANKING & FINANCE (2012)

添加到收藏夹

Article Economics

Carbon price drivers: Phase I versus Phase II equilibrium?

Anna Creti et al.

ENERGY ECONOMICS (2012)

添加到收藏夹

Article Economics

Factors affecting the carbon allowance market in the US

Hyun Seok Kim et al.

ENERGY POLICY (2010)

添加到收藏夹

Article Economics

Modeling the price dynamics of CO2 emission allowances

Eva Benz et al.

ENERGY ECONOMICS (2009)

添加到收藏夹

Article Economics

Price drivers and structural breaks in European carbon prices 2005-2007

Emilie Alberola et al.

ENERGY POLICY (2008)

添加到收藏夹

Article Business, Finance

Do industries lead stock markets?

Harrison Hong et al.

JOURNAL OF FINANCIAL ECONOMICS (2007)

添加到收藏夹

Article International Relations

Let's put garbage-can regressions and garbage-can probits where they belong

CH Achen

CONFLICT MANAGEMENT AND PEACE SCIENCE (2005)

添加到收藏夹

© Peeref 2019-2024. All rights reserved.