Alexandr Akimov

Eduardo Roca

Victor Wong

Yuan Tian

English

Research Papers in Economics

A liquidity-augmented capital asset pricing model.

A multifactor model of gold industry stock returns: evidence from the Australian equity market.

BlueNext Futures EUA welcomes ORBEO as market maker. BlueNext Press Release. Retrieved from http://www.orbeo.com/IMG/pdf/080508_PR_BlueNext_Futures_EUA_welcomes_ORB EO_as_market_maker-2.pdf BlueNext.

CO2 emission allowances trading in Europe-specifying a new class of assets. Problems and Perspectives in

CO2 prices, energy and weather.

Common and fundamental factors in stock returns of Canadian oil and gas companies.

Common risk factors in the returns on stocks and bonds.

Community transaction log. Retrieved 15 August 2011, from European Commission Climate Action: http://ec.europa.eu/environment/ets/

Correlation of financial markets in times of crisis. Physica A: Statistical Mechanics and its Applications,

Do oil price shocks matter? evidence for some European countries.

Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models.

Economic forces and the stock market.

Emerging carbon constraints for corporate risk management.

Energy price risk management. Physica A: Statistical Mechanics and its Applications,

EU emission allowances and the stock market: evidence from the electricity industry.

Euro STOXX@ Supersector Indices. Factsheet Retrieved

Extreme correlation of international equity markets.

First evidence of asymmetric cost passthrough of EU emissions allowances: examining wholesale electricity prices in Germany.

Implications of CO2 emissions trading for short-run electricity market outcomes in Northwest Europe.

Information and volatility linkages in the stock, bond, and money markets.

Irreversibility, uncertainty, and cyclical investment.

Market strategies for climate change.

Member List.

Multivariate GARCH modeling of sector volatility transmission.

Multivariate GARCH models: a survey.

No contagion, only interdependence: measuring stock market comovements.

Oil and energy price volatility.

Oil price risk and the Australian stock market.

Oil price shocks and stock markets in the U.S. and 13 European countries.

On persistence in mutual fund performance.

Over-allocation or abatement? a preliminary analysis of the EU ETS based on the 2005-06 emissions data.

Risk factors in stock returns of Canadian oil and gas companies.

State and trends of the carbon market 2010. Retrieved from http://siteresources.worldbank.org/INTCARBONFINANCE/Resources/State_and_Tren ds_of_the_Carbon_Market_2010_low_res.pdf.

State and trends of the carbon market 2011. Retrieved from http://siteresources.worldbank.org/INTCARBONFINANCE/Resources/State_and_Tren ds_Updated_June_2011.pdf.

The impact of the European Union emission trading scheme on the electricity-generation sector.

Time-varying risk premiums in petroleum futures prices.

Towards Auctioning: the Transformation of the European Greenhouse Gas Emissions Trading System : Present and Future Challenges to Competition Law (Vol. 2). Alphen aan den Rijn, the Netherlands:

Using financial data to measure effects of regulation.

Volatility and commodity price dynamics.

2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context

http://equella.rcs.griffith.edu.au/research/items/dc4e50a9-2a58-40b5-a466-c2c0cd3cd1ab/1/2012-10-does-the-carbon-market-help-or-hurt-the-stock-price-of-electricity-companies.pdf

2012-10 Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context

Abstract

Similar works

Full text

Available Versions

Research Papers in Economics