Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
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DOI: 10.1016/j.eneco.2021.105409
Abstract: Abstract This study examines frequency volatility spillovers, connectedness and the nonlinear dependence between the European emission allowance (EUA) prices and renewable energy indices. For this purpose, we use a time-scale spillover index and different copula… read more here.
Keywords: european emission; energy indices; dependence; nonlinear dependence ... See more keywords
European emission allowance and equity markets: evidence from further trading phases
Sign Up to like & getrecommendations! Published in 2019 at "Studies in Economics and Finance"
DOI: 10.1108/sef-02-2018-0058
Abstract: Purpose This paper aims to investigate the value relevance of the European Emission Allowance (EUA) return and volatility on the equity value of the top listed European Power Generation Firms for the three trading phases… read more here.
Keywords: emission allowance; trading; european emission; trading phases ... See more keywords