A model of carbon price interactions with macroeconomic and energy dynamics

By Julien Chevallier. 2011

244 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/e43397d835eaed8dbe03d5888047aaaba483a54b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ottmar Edenhofer
2. Nicolas Koch
3. Sabine Fuss
4. Godefroy Grosjean
5. Lili Ding
6. Wang Kang
7. Xin Zhao
8. Meng Han

In Renewable Energy, Sustainability and the Environment

1. Ottmar Edenhofer
2. Sabine Fuss
3. Nicolas Koch
4. Godefroy Grosjean
5. Lili Ding
6. Wang Kang
7. Xin Zhao
8. Meng Han

Citations in the corpus

• Forecasting carbon futures volatility using GARCH models with energy volatilities (2013, methodology): “However, since the advent of phase II, this restriction has moderated and the amount of the allocation has been adjusted (Chevallier, 2011b).”
• Research on carbon market price mechanism and influencing factors: a literature review (2018, methodology): “The current research on influencing factors of the carbon price is based on qualitative analysis, using econometric model (Alberola and Chevallier 2009; Chevallier 2011a, 2015; Keen 2014), and fewer research is based on quantitative analysis (Brink et al. 2016).”
• The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, unknown): “2 Thanks to the movement of energy prices, carbon prices can demonstrate heterogeneous response characterized by an asymmetric pattern at varied locations of carbon-energy price distributions (see, e.g. Chevallier, 2011; Hammoudeh et al., 2014b).”
• Price and Market Behavior in Phase II of the EU ETS: A Review of the Literature (2014, background): “A study by Chevallier (2011) that also allows for regime-switching finds that the economic fundamentals affect carbon prices differently during different time periods.”
• Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors (2019, methodology): “Moreover, Chevallier [16] used industrial production as a proxy for economic activities and showed that industrial production has a positive impact on EUA prices during periods of economic expansion, while it influence the EUA prices negatively during periods of economic recession.”
• Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals (2013, background): “Recently, Chevallier (2011a), Chevallier (2011b) and Peri and Baldi (2011) adopt nonlinear models to analyze the long-term equilibrium relationship between the EUA price and its determinants.”