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

13

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Scholarly Papers (13)

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 (81,289)

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 (85,582)

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 (126,991)

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 (291,040)

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 (338,751)

Abstract:

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

6.

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 (332,545)

Abstract:

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

7.

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 (404,697)

Abstract:

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

8.

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 (217,624)

Abstract:

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

9.

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 (274,686)

Abstract:

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

10.

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

11.

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

12.

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

13.

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