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Applied Economics Letters Volume 22, 2015 - Issue 5
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Original Articles

Examining the structural changes of European carbon futures price 2005–2012

Bangzhu ZhuSchool of Economics and Management, Wuyi University, Jiangmen, Guangdong 529020, China;Center for Energy and Environmental Policy Research, Beijing Institute of Technology, Beijing100081, China
,
Julien ChevallierIPAG Business School, IPAG Lab, 184 Boulevard Saint-Germain, 75006 Paris, FranceCorrespondence[email protected]
,
Shujiao MaSchool of Economics and Management, Wuyi University, Jiangmen, Guangdong 529020, China
&
Yiming WeiCenter for Energy and Environmental Policy Research, Beijing Institute of Technology, Beijing100081, China
Pages 335-342 | Published online: 09 Sep 2014

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Junjun Jia, Huaqing Wu, Xiaoxuan Zhu, Jingwei Li & Ying Fan. (2020) Price Break Points and Impact Process Evaluation in the EU ETS. Emerging Markets Finance and Trade 56:8, pages 1691-1714.
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Articles from other publishers (23)

Bangzhu Zhu, Ping Wang, Julien Chevallier & Yi‐Ming Wei. (2021) Retracted: Enriching the value‐at‐risk framework to ensemble empirical mode decomposition with an application to the European carbon market . International Journal of Finance & Economics 28:3, pages 2975-2988.
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Boqiang Lin & Chongchong Zhang. (2022) Forecasting carbon price in the European carbon market: The role of structural changes. Process Safety and Environmental Protection 166, pages 341-354.
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Jiongwen Chen & Jinsuo Zhang. (2022) Effect Mechanism Research of Carbon Price Drivers in China—A Case Study of Shenzhen. International Journal of Environmental Research and Public Health 19:17, pages 10876.
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Mengrui Zhu, Hua Xu, Xingyu Gao, Minggang Wang, André L. M. Vilela & Lixin Tian. (2022) Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network. Energies 15:15, pages 5540.
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Di Pan, Chen Zhang, Dandan Zhu, Yuanpu Ji & Wei Cao. (2022) A novel method of detecting carbon asset price jump characteristics based on significant information shocks. Finance Research Letters 47, pages 102626.
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Lili Zhao & Fenghua Wen. (2022) Risk-return relationship and structural breaks: Evidence from China carbon market. International Review of Economics & Finance 77, pages 481-492.
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Shiyi Zhang, Kai Jiang, Lan Wang, Geoff Bongers, Guoping Hu & Jia Li. (2020) Do the performance and efficiency of China’s carbon emission trading market change over time?. Environmental Science and Pollution Research 27:26, pages 33140-33160.
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Xueping Tan, Kavita Sirichand, Andrew Vivian & Xinyu Wang. (2020) How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. Energy Economics 90, pages 104870.
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Reyer Gerlagh, Roweno J. R. K. Heijmans & Knut Einar Rosendahl. (2020) COVID-19 Tests the Market Stability Reserve. Environmental and Resource Economics 76:4, pages 855-865.
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Xiaoli Yang, Shanglei Chai, Huizheng Chen & Zixuan Zhang. (2020) Multi-ETS carbon prices forecasting based on EMD-SVM model. E3S Web of Conferences 194, pages 04052.
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Jianguo Zhou, Xuejing Huo, Xiaolei Xu & Yushuo Li. (2019) Forecasting the Carbon Price Using Extreme-Point Symmetric Mode Decomposition and Extreme Learning Machine Optimized by the Grey Wolf Optimizer Algorithm. Energies 12:5, pages 950.
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Jianfeng Guo, Bin Su, Guang Yang, Lianyong Feng, Yinpeng Liu & Fu Gu. (2018) How Do Verified Emissions Announcements Affect the Comoves between Trading Behaviors and Carbon Prices? Evidence from EU ETS. Sustainability 10:9, pages 3255.
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Andreas Karpf, Antoine Mandel & Stefano Battiston. (2018) Price and network dynamics in the European carbon market. Journal of Economic Behavior & Organization 153, pages 103-122.
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Lei Jiao, Yin Liao & Qing Zhou. (2018) Predicting carbon market risk using information from macroeconomic fundamentals. Energy Economics 73, pages 212-227.
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Bangzhu Zhu, Shujiao Ma, Rui Xie, Julien Chevallier & Yi-Ming Wei. (2017) Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. Computational Economics 52:1, pages 105-121.
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Ethem Çanakoğlu, Esra Adıyeke & Semra Ağralı. (2018) Modeling of carbon credit prices using regime switching approach. Journal of Renewable and Sustainable Energy 10:3, pages 035901.
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Guillaume Peterson St-Laurent, Shannon Hagerman & George Hoberg. (2017) Barriers to the development of forest carbon offsetting: Insights from British Columbia, Canada. Journal of Environmental Management 203, pages 208-217.
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Anna Cretí & Marc Joëts. (2017) Multiple bubbles in the European Union Emission Trading Scheme. Energy Policy 107, pages 119-130.
Crossref
Lu Zhang, Junbiao Zhang, Tao Xiong & Chiao Su. (2017) Interval Forecasting of Carbon Futures Prices Using a Novel Hybrid Approach with Exogenous Variables. Discrete Dynamics in Nature and Society 2017, pages 1-12.
Crossref
Peter Deeney, Mark Cummins, Michael Dowling & Alan F. Smeaton. (2016) Influences from the European Parliament on EU emissions prices. Energy Policy 88, pages 561-572.
Crossref
Micah Fields & David Lindequist. (2022) Global Spillovers of US Climate Policy Risk: Evidence from EU Carbon Emissions Futures. SSRN Electronic Journal.
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Minggang Wang, Mengrui Zhu, Hua Xu & Lixin Tian. (2022) Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network. SSRN Electronic Journal.
Crossref
Peter Deeney, Mark Cummins, Michael M. Dowling & Alan Smeaton. (2015) Influences from the European Parliament on EU Emissions Prices. SSRN Electronic Journal.
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