Is carbon emissions trading profitable

Keywords

Predictability, Futures contract, Economics, Emissions trading, Carbon market

References

• Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysisDaniel Rittler — 2011
• Market Efficiency and Price Discovery in the EU Carbon Futures MarketGeorge Milunovich, Roselyne Joyeux — 2007
• Asymptotic Inference about Predictive AbilityKenneth D. West — 1996
• Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?John Y. Campbell, Samuel B. Thompson — 2008
• A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures pricesJulien Chevallier — 2010
• Tests for Forecast EncompassingDavid I. Harvey, Stephen J. Leybourne, Paul Newbold — 1998
• Distribution of the Estimators for Autoregressive Time Series with a Unit RootDavid A. Dickey, Wayne A. Fuller — 1979
• Integration of the Global Carbon MarketsBruce Mizrach — 2012
• Price dynamics and error correction in stock index and stock index futures markets: A cointegration approachMahmoud Wahab, Malek Lashgari — 1993
• Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option MarketsJeff Fleming, Barbara Ostdiek, Robert E. Whaley — 1996
• An econometric analysis of emission allowance pricesMarc S. Paolella, Luca Taschini — 2008
• Renewable energy consumption, CO2 emissions and oil prices in the G7 countriesPerry Sadorsky — 2009
• Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis ☆Surender Kumar, Shunsuke Managi, Akimi Matsuda — 2012
• The Lead–lag relationship between stock indices and stock index futures contracts : further Australian evidenceAlex Frino, Andrew West — 1999
• Testing market efficiency in the EU carbon futures marketRoselyne Joyeux, George Milunovich — 2010
• Capital market response to emission rights returns: Evidence from the European power sector☆Stefan Veith, Jörg R. Werner, Jochen Zimmermann — 2009
• Catalysts for price discovery in the European Union Emissions Trading SystemEmma Schultz, John Swieringa — 2014
• Trading costs and price discovery across stock index futures and cash marketsMinho Kim, Andrew C. Szakmary, Thomas Schwarz — 1999
• Multifractal detrended cross-correlation analysis of carbon and crude oil marketsXiaoyang Zhuang, Yu Wei, Bangzheng Zhang — 2014
• Asymptotics for out of sample tests of Granger causalityMichael W. McCracken — 2007

Cited by

• The role of financial speculation in the energy future markets: A new time-varying coefficient approachHaiqi Li, Hyung-Gun Kim, Sung Y. Park — 2015
• Do order imbalances predict Chinese stock returns? New evidence from intraday dataParesh Kumar Narayan, Seema Narayan, Joakim Westerlund — 2015
• Structural breaks and monetary dynamics: A time series analysisAlaa El‐Shazly — 2016
• Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic StocksParesh Kumar Narayan, Deepa Bannigidadmath — 2017
• Stock return predictability and determinants of predictability and profitsDeepa Bannigidadmath, Paresh Kumar Narayan — 2016
• An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithmsXiaojia Liu, Haizhong An, Lijun Wang — 2017
• Investigating carbon tax pilot in YRD urban agglomerations—Analysis of a novel ESER system with carbon tax constraints and its applicationGuochang Fang, Lixin Tian, Min Fu — 2016
• Can consumer price index predict gold price returnsSusan Sunila Sharma — 2016
• Personal carbon trading and subsidies for hybrid electric vehiclesJin Fan, Haonan He, Yanrui Wu — 2016
• Can energy commodity futures add to the value of carbon assetsXiaoqian Wen, Elie Bouri, David Roubaud — 2017
• Low Carbon Technology Innovation, Carbon Emissions Trading and Relevant Policy Support for China’s Low Carbon Economy DevelopmentXiangsheng Dou — 2017
• How Can We Increase Shareholder' Wealth? An Empirical Validation from European CountriesBen Said Hatem — 2017
• Is stock return predictability time-varying?Neluka Devpura, Paresh Kumar Narayan, Susan Sunila Sharma — 2018
• Technology-investing countries and stock return predictabilityParesh Kumar Narayan, Dinh Hoang Bach Phan, Seema Narayan — 2018
• Can economic policy uncertainty predict stock returns? Global evidenceDinh Hoang Bach Phan, Susan Sunila Sharma, Vuong Thao Tran — 2018
• Data mining based framework for exploring household electricity consumption patterns: A case study in China contextZhifeng Guo, Kaile Zhou, Xiaoling Zhang — 2018
• A review of China’s carbon trading marketQingqing Weng, He Xu — 2018
• The Impact of Carbon Emissions on Corporate Financial Performance: Evidence from the South African FirmsFortune Ganda, K. Milondzo — 2018
• Return and volatility linkages between CO2 emission and clean energy stock pricesAnupam Dutta, Elie Bouri, Md Hasib Noor — 2018
• CAN ECONOMIC POLICY UNCERTAINTY PREDICT EXCHANGE RATE AND ITS VOLATILITY? EVIDENCE FROM ASEAN COUNTRIESDinh Hoang Bach Phan, Solikin M. Juhro — 2018

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