The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
(2007) · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · Cited by 9,690
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,106
Option pricing when underlying stock returns are discontinuous
Merton, R. C. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90022-2 · Cited by 5,953
Automatic Lag Selection in Covariance Matrix Estimation
Newey, W. K., & West, K. D. (1994) · The Review of Economic Studies · doi:10.2307/2297912 · Cited by 3,235
The pricing of commodity contracts
Black, F. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90024-6 · Cited by 2,848
Empirical Performance of Alternative Option Pricing Models
Bakshi, G., Cao, C., & Chen, Z. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb02749.x · Cited by 2,707
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
SCHWARTZ, E. S. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb02721.x · Cited by 2,113
Cited by
Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme
Oestreich, A. M., & Tsiakas, I. (2015) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2015.05.005 · Cited by 469
An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect
Zhang, Y.-J., & Wei, Y.-M. (2010) · Applied Energy · doi:10.1016/j.apenergy.2009.12.019 · Cited by 433
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
Dynamic behavior of CO2 spot prices
Seifert, J., Uhrig-Homburg, M., & Wagner, M. (2008) · Journal of Environmental Economics and Management · doi:10.1016/j.jeem.2008.03.003 · Cited by 344
Tan, X., Sirichand, K., Vivian, A., & Wang, X. (2020) · Energy Economics · doi:10.1016/j.eneco.2020.104870 · Cited by 292
Metadata
- Authors
- Daskalakis, G., Psychoyios, D., & Markellos, R. N.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2009-07
- Volume
- 33
- Issue
- 7
- Pages
- 1230-1241
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2151462549
- Cited by
- 484
- References
- 32
- FWCI
- 81.23
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme. https://app.cochat.ai/papers/10.1016/j.jbankfin.2009.01.001
- The paper
- Daskalakis, G., Psychoyios, D., & Markellos, R. N. (2009). Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme. Journal of Banking & Finance. https://doi.org/10.1016/j.jbankfin.2009.01.001
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.
