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

By Emilie Alberola, Julien Chevallier, B. Chèze. 2008

707 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/135a8148e5c46fb7bcab4d4e87331bcc705bd444

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Citations in the corpus

Forecasting the European carbon market (2013, methodology): “Alberola et al. (2008a) included dummy variables for April 2006 and also for the period after October 2006 when a second slump in the carbon price occurs.”
Emission trading and carbon market performance in Shenzhen, China (2017, background): “These structural breaks could be explained by regulatory change [46] or market participants’ expectations [47].”
Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency (2012, positive): “The role of regulatory issues has been considered by Mansanet-Bataller and Pardo (2009) and Alberola, Chevallier, and Chèze (2008) who find that the approval of the overall cap or the verification of actual emissions significantly affect the EUA price.”
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk (2016, background): “To date, a number of studies have examined the economic and energy price drivers of carbon allowances prices (e.g., Mansanet-Bataller et al., 2007; Alberola et al., 2008; Keppler and Mansanet-Bataller, 2010; Kim and Koo, 2010; Bredin and Muckley, 2011; Creti et al., 2012; Aatola et al., 2013; Lutz a”
The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, positive): “…prices on carbon prices to the existence of fuel switching mechanism: the switch of energy consumption tendency between high-and low-carbon energy resources used in power production (see detail descriptions in, e.g. Mansanet-Bataller et al., 2007; Alberola et al., 2008; Hammoudeh et al., 2014a).”
Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals (2013, background): “Alberola, Chevallier, and Chèze (2008), Chevallier (2009), Keppler and Mansanet-Bataller (2010) and Hintermann (2010) devote their research to the detection of price determinants affecting the European carbon market.”
Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model (2015, positive): “Redmond and Convery (2007)[10], Battaler et al (2013)[11], Alberola et al (2008)[6] and all studies including energy variables, assumed geometrical brownian motion process for modeling energy prices.”