Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?

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dc.authorid0000-0002-2506-6634en_US
dc.contributor.authorKoy, Ayben
dc.contributor.authorOkay, Güçlü
dc.date.accessioned2020-11-03T12:47:31Z
dc.date.available2020-11-03T12:47:31Z
dc.date.issued2020en_US
dc.departmentFakülteler, İşletme Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractWith the rising importance of carbon markets, the new derived financial instruments and indicator indexes related to carbon markets have been raising researchers’ appetite. According to that aspect, to investigate the relationship between price formation in carbon markets and equity prices of these firms trading in carbon markets is one of the aims of this study. This study examines CO2 prices of European Union Emission Allowances and daily closing values of Morgan Stanley Capital International Low Carbon Leaders USD Dollar Price Indexes via Markov Regime Switching Models from a non-linear perspective. Among the findings, there is a relationship between the index derived from the stock performances of North American firms trading in carbon markets and carbon prices. Furthermore, the strength of the relationship increases during periods of recession identified by the MRS modelsen_US
dc.identifier.doi10.32479/ijeep.9193en_US
dc.identifier.endpage121en_US
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-85085090356en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage115en_US
dc.identifier.urihttps://hdl.handle.net/11467/3480
dc.identifier.urihttps://doi.org/10.32479/ijeep.9193
dc.identifier.volume10en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherEcon Journalsen_US
dc.relation.ispartofInternational Journal of Energy Economics and Policyen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCarbon Marketsen_US
dc.subjectEnergy Pricesen_US
dc.subjectMarkov Regime Switching Modelen_US
dc.subjectKyoto Protocolen_US
dc.titleAre Carbon Leader Indexes Related with Carbon Prices under Different Regimes?en_US
dc.typeArticleen_US

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