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Downloads / conference 2012
20.09.12
Co-movements between carbon, energy and financial markets. A multivariate GARCH approach
Mr Nicolas Koch, University of Hamburg This paper jointly investigates time-variations in carbon-energy market and carbon-financial market co-movements, taking...
20.09.12
Wind farm portfolios
We model the financial performance of portfolios of wind farms located around Great Britain in the early 2020s. We measure the expected annual profits and the...
20.09.12
Information Assimilation in the EU Emissions Trading Scheme: A Microstructure Study
Miss Jiayuan Chen, Michael Smurfit School of University College Dublin The European Union's Emissions Trading Scheme (ETS) is the key policy instrument of the ...
20.09.12
Cumulative Carbon Emissions and Climate Change
Dr John Rhys, Oxford Institute for Energy Studies Carbon dioxide (CO2) emissions are essentially cumulative in the earth's atmosphere. The thesis of this pap...
20.09.12
Carbon Taxation if Liquefied Coal will (not) Substitute Oil and Gas
Mr Florian Habermacher, Inst. of Intl. and Applied Econ. Research, Uni. of St.Gallen Current and conceivable near-term climate protection measures are regional...
20.09.12
Germany´s energy transition and its effect on European electricity spot markets
Mrs Melanie Houllier, Cass Business School, City University London This paper empirically examines the economic impact of electricity generated by renewable en...
20.09.12
Market Integration, Efficiency and Interconnectors: The Irish Single Electricity Market
Mr Rabindra Nepal The creation of a common and integrated market for electricity was and still is a major goal of the European Commission (EC). The Commissio...
20.09.12
Valuation of Interconenctor Transmission Rights – Do Auction Prices Reflect Option Values?
Ms Celine McInerney, University College Cork In electricity markets, interconnectors can be viewed as spread options on the spot prices of electricity between ...
20.09.12
The Potential Impact on Europe of Russia’s Evolving Domestic Gas Market
Dr James Henderson, Oxford Institute for Energy Studies Historically Russia, and particularly Gazprom, has relied on gas exports to Europe to subsidise low dom...
20.09.12
Unconventional gas – A review of estimates
Mr Jamie Speirs, Imperial Centre for Energy Policy and Technology (ICEPT) The future potential for unconventional gas production remains contentious, with ques...
20.09.12