Nicolas Koch

Mercator Research Institute on Global Commons and Climate Change

Torgauer Straße 12-15

Berlin, 10829

Germany

University of Hamburg

Von-Melle-Park 9

Hamburg, 20146

Germany

SCHOLARLY PAPERS

14

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Scholarly Papers (14)

1.

Co-Movements between Carbon, Energy and Financial Markets: A Multivariate GARCH Approach

Number of pages: 38 Posted: 22 Dec 2011
Nicolas Koch
Mercator Research Institute on Global Commons and Climate Change
Downloads 265 (85,291)

Abstract:

EU ETS, carbon finance, multivariate GARCH, conditional correlation

2.

The European Emissions Trading System (EU ETS): Ex-Post Analysis, the Market Stability Reserve and Options for a Comprehensive Reform

FEEM Working Paper No. 79.2014
Number of pages: 42 Posted: 23 Sep 2014
Potsdam-Institut für Klimafolgenforschung (PIK), Mercator Research Institute on Global Commons and Climate Change, Potsdam-Institut für Klimafolgenforschung (PIK), Mercator Research Institute on Global Commons and Climate Change (MCC), Potsdam-Institut für Klimafolgenforschung (PIK), Potsdam-Institut für Klimafolgenforschung (PIK), Potsdam Institute for Climate Impact Research and Potsdam Institute for Climate Impact Research (PIK)
Downloads 152 (70,822)

Abstract:

EU ETS, Emissions Trading, Carbon Price, Price Collar, Market Stability Reserve, Credibility

3.

Politics Matters: Regulatory Events as Catalysts for Price Formation Under Cap-and-Trade

Number of pages: 44 Posted: 09 May 2015
Mercator Research Institute on Global Commons and Climate Change, Potsdam-Institut für Klimafolgenforschung (PIK), Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam Institute for Climate Impact Research (PIK)
Downloads 102 (127,086)

Abstract:

cap-and-trade, EU ETS, allowance supply, political uncertainty, event study, Bayesian

4.

Valuation Effects of Corporate Strategic Transactions in the Cleantech Industry

Number of pages: 30 Posted: 16 Nov 2012
ESCP Europe, Mercator Research Institute on Global Commons and Climate Change, University of Hamburg and affiliation not provided to SSRN
Downloads 49 (308,044)

Abstract:

cleantech, renewable energy, mergers and acquisitions, event study

5.

A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural Markets

Conference Paper for the Australian Agricultural and Resource Economics Society, February 10-13, 2015, Rotorua, New Zealand
Number of pages: 21 Posted: 09 May 2015
University of Calabria - Department of Economics and Statistics, University of Bonn - Center for Development Research (ZEF) and Mercator Research Institute on Global Commons and Climate Change
Downloads 16 (354,761)

Abstract:

agricultural prices, futures market, tail events, GARCH analysis, multinomial logit

6.

Agricultural Productivity and Forest Conservation: Evidence from the Brazilian Amazon

Number of pages: 26 Posted: 07 Sep 2017
Mercator Research Institute on Global Commons and Climate Change, University of Cambridge, Mercator Research Institute on Global Commons and Climate Change, University of Cambridge and Mercator Research Institute on Global Commons and Climate Change
Downloads 0 (436,136)

Abstract:

Deforestation, Agriculture, Productivity, Brazil, Amazon

7.

European Climate Policy and Industrial Relocation: Evidence from German Multinational Firms

Number of pages: 42 Posted: 14 Nov 2016
Nicolas Koch and Houdou Basse Mama
Mercator Research Institute on Global Commons and Climate Change and ESCP Europe
Downloads 0 (273,059)

Abstract:

Environmental Regulations, EU ETS, FDI, Industrial Relocation, Carbon Leakage, Policy Evaluation

8.

Fuel Consumption Dynamics in Europe - Implications of Fuel Tax Reforms for Air Pollution and Carbon Emissions from Road Transport

Number of pages: 54 Posted: 30 Aug 2016
Anne Zimmer and Nicolas Koch
Potsdam-Institut für Klimafolgenforschung (PIK) and Mercator Research Institute on Global Commons and Climate Change
Downloads 0 (333,207)

Abstract:

Fuel Price Elasticity, Diesel, Gasoline, Climate Policy, Air Pollution, Dynamic Panel

9.

Options to Overcome the Barriers to Pricing European Agricultural Emissions

Number of pages: 35 Posted: 19 Feb 2016 Last Revised: 07 Nov 2016
Potsdam-Institut für Klimafolgenforschung (PIK), Mercator Research Institute on Global Commons and Climate Change (MCC), Mercator Research Institute on Global Commons and Climate Change, Potsdam-Institut für Klimafolgenforschung (PIK), National Institute for Agricultural Research (INRA) - UMR Economie Publique and Adelphi
Downloads 0 (199,433)

Abstract:

European Agriculture; Mitigation; Market-based instruments; Emissions pricing; Barriers to implementation; Common Agricultural Policy

10.

Permits vs. Offsets Under Investment Uncertainty

Number of pages: 23 Posted: 07 Jan 2016
Mercator Research Institute on Global Commons and Climate Change, Vienna University of Economics and Business, Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam-Institut für Klimafolgenforschung (PIK)
Downloads 0 (268,934)

Abstract:

cap-and-trade; REDD; offsets; real option; investment

11.

Causes of the EU ETS Price Drop: Recession, CDM, Renewable Policies or A Bit of Everything? — New Evidence

Energy Policy, Vol. 73, 2014
Posted: 08 May 2015
Mercator Research Institute on Global Commons and Climate Change, Potsdam-Institut für Klimafolgenforschung (PIK), Mercator Research Institute on Global Commons and Climate Change (MCC) and Potsdam Institute for Climate Impact Research (PIK)

Abstract:

EU ETS, Carbon price, Renewables

12.

Tail Events: A New Approach to Understanding Extreme Energy Commodity Prices

Energy Economics, Vol. 43, 2014
Posted: 08 May 2015
Nicolas Koch
Mercator Research Institute on Global Commons and Climate Change

Abstract:

Energy futures markets, Financialization, Fundamentals, Trading activity, Liquidity

13.

Dynamic Linkages Among Carbon, Energy and Financial Markets: A Smooth Transition Approach

Applied Economics, Vol. 46, No. 7, 2014
Posted: 07 May 2015
Nicolas Koch
Mercator Research Institute on Global Commons and Climate Change

Abstract:

CO2 emissions trading, EU ETS, energy markets, multivariate GARCH, smooth transition

14.

Valuing the Carbon Exposure of European Utilities - The Role of Fuel Mix, Permit Allocation and Replacement Investments

Energy Economics, Forthcoming
Posted: 16 Nov 2012
Nicolas Koch and Alexander Bassen
Mercator Research Institute on Global Commons and Climate Change and University of Hamburg

Abstract:

Carbon risk, EU ETS, Electricity industry, Asset pricing