Efficiency of China’s carbon market: A case study of Hubei pilot market

A novel carbon price prediction model combines the secondary decomposition algorithm and the long short-term memory network

(2020) Wei Sun et al.   ENERGY

Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors

(2019) Meng Han et al.   ENERGY

Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique

(2019) Xinghua Fan et al.   APPLIED ENERGY

Decentralized optimal multi-energy flow of large-scale integrated energy systems in a carbon trading market

(2018) Kaiping Qu et al.   ENERGY

The impacts of emissions accounting methods on an imperfect competitive carbon trading market

(2017) Yan Xia et al.   ENERGY

Research on the efficiency of carbon trading market in China

(2017) Xin-gang Zhao et al.   RENEWABLE & SUSTAINABLE ENERGY REVIEWS

Is monthly US natural gas consumption stationary? New evidence from a GARCH unit root test with structural breaks

(2014) Vinod Mishra et al.   ENERGY POLICY

Market efficiency in the European carbon markets

(2013) Amélie Charles et al.   ENERGY POLICY

Efficiency of European emissions markets: Lessons and implications

(2011) Chandrasekhar Krishnamurti et al.   ENERGY POLICY

Carbon price volatility: Evidence from EU ETS

(2010) Zhen-Hua Feng et al.   APPLIED ENERGY

The efficiency of the crude oil markets: Evidence from variance ratio tests

(2009) Amélie Charles et al.   ENERGY POLICY

Price drivers and structural breaks in European carbon prices 2005–2007

(2008) Emilie Alberola et al.   ENERGY POLICY