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Modelling extreme risks for green bond and clean energy
In: Environmental science and pollution research: ESPR, Band 30, Heft 35, S. 83702-83716
ISSN: 1614-7499
Credit Composition and Housing Price Dynamics: A Disaggregation Approach
SSRN
Industrial Robots and Export Product Quality: Evidence from China
In: FINANA-D-23-01488
SSRN
Spillover effects between fossil energy and green markets: Evidence from informational inefficiency
In: Energy economics, Band 131, S. 107317
ISSN: 1873-6181
Does Economic Policy Uncertainty Affect Green Bond Markets? Evidence from Wavelet-Based Quantile Analysis
In: Emerging markets, finance and trade: EMFT, Band 58, Heft 15, S. 4375-4388
ISSN: 1558-0938
Crude oil price uncertainty and corporate carbon emissions
In: Environmental science and pollution research: ESPR, Band 29, Heft 2, S. 2385-2400
ISSN: 1614-7499
From Bitcoin to Green and Tradition Under a Full Distributional Framework: A Comparison with Gold
In: IREF-D-22-01081
SSRN
Carbon prices forecasting in quantiles
In: Energy economics, Band 108, S. 105862
ISSN: 1873-6181
How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression 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 ETS). Applying a novel Quantile-on-Quantile (QQ) regression and the causality-in-quantiles approach, our empirical results demonstrate asymmetric and negative impacts of energy prices on carbon prices. The impacts are stronger at lower carbon quantiles and relatively smaller at higher quantiles (in absolute terms). Concerning different energy sources, the impacts of both oil and coal prices show a quasi-monotonic increase along with a rise in carbon quantiles; the absolute values of their impacts are much greater than that of the gas price impacts, depicting a relatively flat pattern. The results are consistent with our theoretical explanations which identify the two effect-transmission channels from energy to carbon prices, viz. the aggregated carbon demand effect and the fuel-switching effect. Thanks to the differences in energy sources and variability over their price distributions, the observed differential in carbon price-response is an indication of non-unique carbon market dynamics, the efficient management of which would require differentiated policy interventions. Robustness checks further confirm the accuracy of our conclusions.
BASE
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 ETS). Applying a novel Quantile-on-Quantile (QQ) regression and the causality-in-quantiles approach, our empirical results demonstrate asymmetric and negative impacts of energy prices on carbon prices. The impacts are stronger at lower carbon quantiles and relatively smaller at higher quantiles (in absolute terms). Concerning different energy sources, the impacts of both oil and coal prices show a quasi-monotonic increase along with a rise in carbon quantiles; the absolute values of their impacts are much greater than that of the gas price impacts, depicting a relatively flat pattern. The results are consistent with our theoretical explanations which identify the two effect-transmission channels from energy to carbon prices, viz. the aggregated carbon demand effect and the fuel-switching effect. Thanks to the differences in energy sources and variability over their price distributions, the observed differential in carbon price-response is an indication of non-unique carbon market dynamics, the efficient management of which would require differentiated policy interventions. Robustness checks further confirm the accuracy of our conclusions.
BASE
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 ETS). Applying a novel Quantile-on-Quantile (QQ) regression and the causality-in-quantiles approach, our empirical results demonstrate asymmetric and negative impacts of energy prices on carbon prices. The impacts are stronger at lower carbon quantiles and relatively smaller at higher quantiles (in absolute terms). Concerning different energy sources, the impacts of both oil and coal prices show a quasi-monotonic increase along with a rise in carbon quantiles; the absolute values of their impacts are much greater than that of the gas price impacts, depicting a relatively flat pattern. The results are consistent with our theoretical explanations which identify the two effect-transmission channels from energy to carbon prices, viz. the aggregated carbon demand effect and the fuel-switching effect. Thanks to the differences in energy sources and variability over their price distributions, the observed differential in carbon price-response is an indication of non-unique carbon market dynamics, the efficient management of which would require differentiated policy interventions. Robustness checks further confirm the accuracy of our conclusions.
BASE
SSRN
Working paper
Beneficial effects of arbuscular mycorrhizae on Cu detoxification in Mimosa pudica L. grown in Cu-polluted soils
In: Environmental science and pollution research: ESPR, Band 30, Heft 10, S. 25755-25763
ISSN: 1614-7499
Biochar derived from tobacco waste significantly reduces the accumulations of cadmium and copper in edible parts of two vegetables: an in-situ field study
In: Environmental science and pollution research: ESPR, Band 31, Heft 5, S. 7533-7542
ISSN: 1614-7499