The spillover effects among fossil fuel, renewables and carbon markets: evidence under the dual dilemma of climate change and energy crises
The environmental emergency and energy crisis are serious challenges exposed to Europe,
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …
which results in a fundamental shift in the linkages regarding fossil fuel, renewable energy …
A tale of two tails among carbon prices, green and non-green cryptocurrencies
This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …
cryptocurrencies. Using daily closing prices of carbon, green and non-green …
Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises
This study examines the relationship of extreme downside risk in various energy markets,
including electricity, clean/conventional energy, and carbon markets during several …
including electricity, clean/conventional energy, and carbon markets during several …
The marginal impacts of energy prices on carbon price variations: evidence from a quantile-on-quantile approach
We uncover the marginal impacts of energy prices on carbon price variations across carbon-
energy price distributions in Phase III of the European Union Emission Trading Scheme (EU …
energy price distributions in Phase III of the European Union Emission Trading Scheme (EU …
Dynamic linkages between economic policy uncertainty and the carbon futures market: does Covid-19 pandemic matter?
In recent years, the escalating economic policy uncertainty (EPU) spurs a growing body of
research on the interactions between EPU and financial markets. However, the spillovers …
research on the interactions between EPU and financial markets. However, the spillovers …
How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics
Carbon allowances are a new class of financial instrument which aim to assist in limiting the
extent and impact of global warming and climate change. The feedback mechanism in the …
extent and impact of global warming and climate change. The feedback mechanism in the …
[HTML][HTML] The determinants of CO2 prices in the EU emission trading system
Y Lovcha, A Perez-Laborda, I Sikora - Applied Energy, 2022 - Elsevier
Abstract In 2005, the European Union launched its Emissions Trading System (ETS), the first
and one of the largest international carbon markets aimed at reducing member states' CO2 …
and one of the largest international carbon markets aimed at reducing member states' CO2 …
Green investments: a luxury good or a financial necessity?
This study examines the diversification and hedging benefits of green investments for
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the …
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the …
The volatility connectedness of the EU carbon market with commodity and financial markets in time-and frequency-domain: the role of the US economic policy …
OB Adekoya, JA Oliyide, A Noman - Resources Policy, 2021 - Elsevier
This study examines the transmission of volatility risks between the EU carbon market and
various commodity and financial markets across different frequency bands, while accounting …
various commodity and financial markets across different frequency bands, while accounting …
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
This study examines frequency volatility spillovers, connectedness and the nonlinear
dependence between the European emission allowance (EUA) prices and renewable …
dependence between the European emission allowance (EUA) prices and renewable …