The DOI matches its Crossref record; 28 of the 28 references it cites were found in a registry or an index.
Carbon futures and macroeconomic risk factors: A view from the EU ETS
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Conditional Heteroskedasticity in Asset Returns: A New Approach
Nelson, D. B. (1991) · Econometrica · doi:10.2307/2938260 · Cited by 10,236
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Business conditions and expected returns on stocks and bonds
Fama, E. F., & French, K. R. (1989) · Journal of Financial Economics · doi:10.1016/0304-405x(89)90095-0 · Cited by 3,933
Dividend yields and expected stock returns
Fama, E. F., & French, K. R. (1988) · Journal of Financial Economics · doi:10.1016/0304-405x(88)90020-7 · Cited by 3,556
A long memory property of stock market returns and a new model
Ding, Z., Granger, C. W. J., & Engle, R. F. (1993) · Journal of Empirical Finance · doi:10.1016/0927-5398(93)90006-d · Cited by 3,250
Threshold heteroskedastic models
Zakoian, J.-M. (1994) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(94)90039-6 · Cited by 2,281
Estimation and Inference in Nonlinear Structural ModelsPreprint
Berndt, E. R., Hall, B. H., Hall, R. E., & Hausman, J. A. (1974) · RePEc: Research Papers in Economics · Cited by 2,094
Cited by
Koch, N., Fuss, S., Grosjean, G., & Edenhofer, O. (2014) · Energy Policy · doi:10.1016/j.enpol.2014.06.024 · Cited by 448
Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, S. J., & Cho, H. (2013) · Energy Economics · doi:10.1016/j.eneco.2013.06.017 · Cited by 344
A model of carbon price interactions with macroeconomic and energy dynamics
Chevallier, J. (2011) · Energy Economics · doi:10.1016/j.eneco.2011.07.012 · Cited by 266
Self-citationThe long-term impact of the market stability reserve on the EU emission trading system
Bruninx, K., Ovaere, M., & Delarue, E. (2020) · Energy Economics · doi:10.1016/j.eneco.2020.104746 · Cited by 96
Metadata
- Authors
- Chevallier, J.
- Venue
- Energy Economics
- Publisher
- Elsevier BV
- Published
- 2009-07
- Volume
- 31
- Issue
- 4
- Pages
- 614-625
- ISSN
- 0140-9883 (ISSN-L)
- OpenAlex
- W2036017779
- Cited by
- 406
- References
- 28
- FWCI
- 39.94
- Type
- journal article
- Language
- en
- Open access
- closed
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- Chevallier, J. (2009). Carbon futures and macroeconomic risk factors: A view from the EU ETS. Energy Economics. https://doi.org/10.1016/j.eneco.2009.02.008
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
