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Low-carbon transition risks facingcoal in Türkiye

Vaze, Prashant; Gilmour, Archie; Ozenc, Bengisu; … - 2024

Persistent link: https://www.econbiz.de/10015173460

Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach

Bouteska, A.; Rahman, Mashuk; Hassan, M. Kabir; … - In: Pacific-Basin finance journal 92 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015433655

Tail Risk in Energy Portfolios

G. Pedraz, Carlos - 2014

This article analyzes the tail behavior of energy price risk using a multivariate approach, in which the exposure to … energy markets is given by a portfolio of oil, gas, coal, and electricity. To accommodate various dependence and tail decay … patterns, this study models energy returns using different generalized hyperbolic conditional distributions and time …

Persistent link: https://www.econbiz.de/10013064738

Energy prices and carbon taxes under uncertainty about global warming

Wirl, Franz - In: Environmental & resource economics : the official … 36 (2007) 3, pp. 313-340

Persistent link: https://www.econbiz.de/10003481361

Commodity futures market conditions and climate policy risk : evidence from energy and metals markets

Dogah, Kingsley E.; Wu, Yingying; Rognone, Lavinia - In: The journal of futures markets 44 (2024) 10, pp. 1694-1709

Persistent link: https://www.econbiz.de/10015110720

Climate transition risk in sovereign bond markets

Collender, Sierra; Gan, Baoqing; Nikitopoulos, … - In: Global finance journal 57 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014479075

Climate risk and the natural interest rate : an E-DSGE perspective

Levine, Paul; Pontines, Victor - In: Economics letters 238 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015075487

Campiglio, Emanuele; Daumas, Louis; Monnin, Pierre; … - In: Journal of economic surveys 37 (2023) 3, pp. 950-992

Persistent link: https://www.econbiz.de/10014337986

Carbon risk and equity prices

Enders, Arthur; Lontzek, Thomas; Schmedders, Karl; … - In: The financial review : the official publication of the … 60 (2025) 1, pp. 13-32

Persistent link: https://www.econbiz.de/10015166629

Hurry or wait : the pros and cons of going fast or slow on climate change

Denny, Eleanor; Weiss, Jurgen - In: The Economists' voice 12 (2015) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10011304804