Chenyan Lyu

Department of Economics, Copenhagen School of Energy Infrastructure, Copenhagen Business School

SCHOLARLY PAPERS

3

DOWNLOADS

133

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  Chenyan Lyu is a PhD student in the Copenhagen School of Energy Infrastructure (CSEI), and Department of Economics at CBS. Her research interests focus on the Co-benefits of Carbon Pricing, Emission Market Integration, and Environmental Justice.  ”

Scholarly Papers (3)

1.

Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS Systems

Number of pages: 40 Posted: 07 Jun 2022 Last Revised: 14 Jul 2022
Chenyan Lyu and Bert Scholtens
Department of Economics, Copenhagen School of Energy Infrastructure, Copenhagen Business School and University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance
Downloads 103 (410,244)

Abstract:

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Carbon markets integration, Volatility connectedness, TVP-VAR, Market risk

2.

Dynamics of Regional Carbon Markets in China

Number of pages: 36 Posted: 09 Mar 2022
Chenyan Lyu
Department of Economics, Copenhagen School of Energy Infrastructure, Copenhagen Business School
Downloads 26 (762,961)
Citation 1

Abstract:

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Carbon markets, China’s regional emissions trading, emission allowances, market architecture, cointegration

3.

Dynamic Linkages of Carbon Price: An Investigation of National and Regional Market Integration in China

Number of pages: 50 Posted: 28 Apr 2023
Chenyan Lyu
Department of Economics, Copenhagen School of Energy Infrastructure, Copenhagen Business School
Downloads 4 (951,462)

Abstract:

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Carbon markets, China's regional emissions trading, Emission allowances, Market architecture, Cointegration, Vector Error Correction