Janina Ketterer

CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute

Poschinger Str. 5

Munich, 01069

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

613

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis

Number of pages: 39 Posted: 27 Apr 2011
Marc Gronwald, Janina Ketterer and Stefan Trück
University of Aberdeen, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 192 (204,385)

Abstract:

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CO2 emission trading, commodity markets, copula models, dependence structure

2.

Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models

Number of pages: 15 Posted: 29 Jun 2009
Marc Gronwald and Janina Ketterer
University of Aberdeen and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 188 (208,236)

Abstract:

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emission allowance prices, jumps, GARCH, real options

3.

Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis

Number of pages: 23 Posted: 03 Mar 2007
Ulrich Oberndorfer, Dirk Ulbricht and Janina Ketterer
ZEW – Leibniz Centre for European Economic Research, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 130 (282,000)
Citation 1

Abstract:

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energy security, event study, gas crisis

4.

What Moves the European Carbon Market? - Insights from Conditional Jump Models

Number of pages: 30 Posted: 26 Apr 2012
Marc Gronwald and Janina Ketterer
University of Aberdeen and CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Downloads 100 (339,131)

Abstract:

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emission allowance prices, GARCH, jumps, jump-induced variance

5.

The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis

Economic Record, Vol. 87, pp. 105-124, 2011
Number of pages: 20 Posted: 22 Aug 2011
Marc Gronwald, Janina Ketterer and Stefan Trück
University of Aberdeen, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 3 (791,496)
Citation 2
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Abstract:

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Q28, G13, C19