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Applied Economics Letters Volume 18, 2011 - Issue 13
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Original Articles

Nonlinear price dynamics between CO2 futures and Brent

Massimo Peri Department of Agricultural, Food and Environmental Economics, Università degli Studi di Milano, Via Celoria 2, Milan, 20133, ItalyCorrespondence[email protected]
&
Lucia Baldi Department of Agricultural, Food and Environmental Economics, Università degli Studi di Milano, Via Celoria 2, Milan, 20133, Italy
Pages 1207-1211 | Published online: 28 Feb 2011

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Sara Segura, Luis Ferruz, Pilar Gargallo & Manuel Salvador. (2014) EU ETS CO2 emissions constraints and business performance: a quantile regression approach. Applied Economics Letters 21:2, pages 129-134.
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Articles from other publishers (15)

Xiong Wang, Jingyao Li, Xiaohang Ren, Ruijun Bu & Fredj Jawadi. (2023) Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. Energy Economics 117, pages 106475.
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Dohyun Chun, Hoon Cho & Jihun Kim. (2022) The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system. Energy Economics 114, pages 106257.
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Xiaohang Ren, Yiying Li, Yinshu Qi & Kun Duan. (2022) Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. Energy 254, pages 124172.
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Peng Li, Hao Zhang, Yongna Yuan & Aimin Hao. (2021) Time-Varying Impacts of Carbon Price Drivers in the EU ETS: A TVP-VAR Analysis. Frontiers in Environmental Science 9.
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Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, TN-Lan Le & Dante I. Leyva-de la Hiz. (2021) Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. Technological Forecasting and Social Change 163, pages 120434.
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Hamdi Abdi, Maryam Shahbazitabar & Behnam Mohammadi-Ivatloo. (2020) Food, Energy and Water Nexus: A Brief Review of Definitions, Research, and Challenges. Inventions 5:4, pages 56.
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Chrysaida-Aliki Papadopoulou, Maria Papadopoulou, Chrysi Laspidou, Stefania Munaretto & Floor Brouwer. (2020) Towards a Low-Carbon Economy: A Nexus-Oriented Policy Coherence Analysis in Greece. Sustainability 12:1, pages 373.
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Elena Ricci, Massimo Peri & Lucia Baldi. (2019) The Effects of Agricultural Price Instability on Vertical Price Transmission: A Study of the Wheat Chain in Italy. Agriculture 9:2, pages 36.
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Claire Gavard & Djamel Kirat. (2018) Flexibility in the market for international carbon credits and price dynamics difference with European allowances. Energy Economics 76, pages 504-518.
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Yinpeng Zhang, Zhixin Liu & Xueying Yu. (2017) The Diversification Benefits of Including Carbon Assets in Financial Portfolios. Sustainability 9:3, pages 437.
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Lean Yu, Jingjing Li, Ling Tang & Shuai Wang. (2015) Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. Energy Economics 51, pages 300-311.
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Dezhu Ye, Shasha Liu & Dongmin Kong. (2013) Do efforts on energy saving enhance firm values? Evidence from China's stock market. Energy Economics 40, pages 360-369.
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Benjamin Johannes Lutz, Uta Pigorsch & Waldemar Rotfuß. (2013) Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. Energy Economics 40, pages 222-232.
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Julien Chevallier. (2011) The impact of nonlinearities for carbon markets analyses. International Economics 126-127, pages 131-150.
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Claire Gavard & Djamel Kirat. (2017) Flexibility in the Market for International Carbon Credits and Price Dynamics Difference with European Allowances. SSRN Electronic Journal.
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