{"id":"https://openalex.org/W7067651908","doi":null,"title":"Mod\u00e9lisation du chaos carbone : Comprendre les effets des chocs sur les quotas carbone - \u00c9tude des influences fondamentales et de l'incertitude \u00e0 l\u2019aide d\u2019un mod\u00e8le d'autor\u00e9gression vectorielle","display_name":"Mod\u00e9lisation du chaos carbone : Comprendre les effets des chocs sur les quotas carbone - \u00c9tude des influences fondamentales et de l'incertitude \u00e0 l\u2019aide d\u2019un mod\u00e8le d'autor\u00e9gression vectorielle","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W7067651908"},"language":"en","primary_location":{"id":"pmh:oai:DiVA.org:liu-215414","doi":null,"is_oa":true,"landing_page_url":"https://liu.diva-portal.org/smash/get/diva2:1974645/FULLTEXT01","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I86987016","host_organization_name":"KTH Royal Institute of Technology","host_organization_lineage":["https://openalex.org/I86987016"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bachelorThesis"},"volume":null,"type":"dissertation","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://liu.diva-portal.org/smash/get/diva2:1974645/FULLTEXT01","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Hagstr\u00f6m, Rebecca","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hagstr\u00f6m, Rebecca","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Ahnel\u00f6v, Oscar","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ahnel\u00f6v, Oscar","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.948199987411499,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.948199987411499,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.047200001776218414,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/eu-emissions-trading-system","display_name":"EU Emissions Trading System","score":0.7670000195503235},{"id":"https://openalex.org/keywords/european-union-allowances","display_name":"European Union Allowances","score":0.8510000109672546},{"id":"https://openalex.org/keywords/carbon-price","display_name":"carbon price","score":0.5619999766349792},{"id":"https://openalex.org/keywords/oil-price-shocks","display_name":"oil price shocks","score":0.7860000133514404},{"id":"https://openalex.org/keywords/gas-prices","display_name":"gas prices","score":0.6159999966621399},{"id":"https://openalex.org/keywords/coal-prices","display_name":"coal prices","score":0.8899999856948853},{"id":"https://openalex.org/keywords/economic-policy-uncertainty","display_name":"economic policy uncertainty","score":0.7829999923706055},{"id":"https://openalex.org/keywords/climate-policy-uncertainty","display_name":"climate policy uncertainty","score":0.9980000257492065},{"id":"https://openalex.org/keywords/oil-price-uncertainty","display_name":"oil price uncertainty","score":0.9490000009536743},{"id":"https://openalex.org/keywords/emissions-trading","display_name":"emissions trading","score":0.46399998664855957},{"id":"https://openalex.org/keywords/fuel-substitution","display_name":"fuel switching","score":0.550000011920929},{"id":"https://openalex.org/keywords/decarbonization","display_name":"decarbonization","score":0.7129999995231628}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6402999758720398},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.5807999968528748},{"id":"https://openalex.org/C100405246","wikidata":"https://www.wikidata.org/wiki/Q8348417","display_name":"Emissions trading","level":3,"score":0.4772999882698059},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.41029998660087585},{"id":"https://openalex.org/C2779200991","wikidata":"https://www.wikidata.org/wiki/Q20681009","display_name":"Carbon price","level":3,"score":0.40700000524520874},{"id":"https://openalex.org/C2910001868","wikidata":"https://www.wikidata.org/wiki/Q458","display_name":"European union","level":2,"score":0.4020000100135803},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.39489999413490295},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.3677000105381012},{"id":"https://openalex.org/C518851703","wikidata":"https://www.wikidata.org/wiki/Q24489","display_name":"Coal","level":2,"score":0.36010000109672546},{"id":"https://openalex.org/C47737302","wikidata":"https://www.wikidata.org/wiki/Q167336","display_name":"Greenhouse gas","level":2,"score":0.35899999737739563},{"id":"https://openalex.org/C175605778","wikidata":"https://www.wikidata.org/wiki/Q3299701","display_name":"Natural resource economics","level":1,"score":0.3447999954223633},{"id":"https://openalex.org/C2987945947","wikidata":"https://www.wikidata.org/wiki/Q1774427","display_name":"Climate policy","level":3,"score":0.3287999927997589},{"id":"https://openalex.org/C131046424","wikidata":"https://www.wikidata.org/wiki/Q1805337","display_name":"Energy policy","level":3,"score":0.3057999908924103},{"id":"https://openalex.org/C549774020","wikidata":"https://www.wikidata.org/wiki/Q851147","display_name":"Welfare economics","level":1,"score":0.30140000581741333},{"id":"https://openalex.org/C185782297","wikidata":"https://www.wikidata.org/wiki/Q2142538","display_name":"Relative price","level":2,"score":0.3005000054836273},{"id":"https://openalex.org/C132651083","wikidata":"https://www.wikidata.org/wiki/Q7942","display_name":"Climate change","level":2,"score":0.29600000381469727},{"id":"https://openalex.org/C136264566","wikidata":"https://www.wikidata.org/wiki/Q159810","display_name":"Economy","level":1,"score":0.29030001163482666},{"id":"https://openalex.org/C18547055","wikidata":"https://www.wikidata.org/wiki/Q47417","display_name":"International economics","level":1,"score":0.2874000072479248},{"id":"https://openalex.org/C74448152","wikidata":"https://www.wikidata.org/wiki/Q765633","display_name":"Aviation","level":2,"score":0.2849000096321106},{"id":"https://openalex.org/C34881761","wikidata":"https://www.wikidata.org/wiki/Q1936341","display_name":"Price level","level":2,"score":0.2833999991416931},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.2777000069618225},{"id":"https://openalex.org/C2992790879","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Structural vector autoregression","level":3,"score":0.2757999897003174},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2689000070095062},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.26600000262260437},{"id":"https://openalex.org/C2993018946","wikidata":"https://www.wikidata.org/wiki/Q488732","display_name":"Price shock","level":2,"score":0.26179999113082886},{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.2535000145435333}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:DiVA.org:liu-215414","doi":null,"is_oa":true,"landing_page_url":"https://liu.diva-portal.org/smash/get/diva2:1974645/FULLTEXT01","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I86987016","host_organization_name":"KTH Royal Institute of Technology","host_organization_lineage":["https://openalex.org/I86987016"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bachelorThesis"}],"best_oa_location":{"id":"pmh:oai:DiVA.org:liu-215414","doi":null,"is_oa":true,"landing_page_url":"https://liu.diva-portal.org/smash/get/diva2:1974645/FULLTEXT01","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I86987016","host_organization_name":"KTH Royal Institute of Technology","host_organization_lineage":["https://openalex.org/I86987016"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bachelorThesis"},"sustainable_development_goals":[{"score":1.0,"display_name":"Climate action","id":"https://metadata.un.org/sdg/13"}],"sustainable_development_goals_aurora":[{"score":0.8484641313552856,"display_name":"Climate action","id":"https://metadata.un.org/sdg/13"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"The":[0,14],"European":[1,20],"Union\u2019s":[2],"Emission":[3],"Trading":[4],"System":[5],"(EU":[6],"ETS)":[7],"is":[8],"the":[9,70,81,97,103,113,118,129,161,169,176,184,188,194,205,255],"EU\u2019s":[10],"primary":[11],"decarbonisation":[12],"instrument.":[13],"carbon":[15,256],"emissions,":[16],"referred":[17],"to":[18,41,95,175,234,239,251],"as":[19,243,245],"Union":[21],"Allowances":[22],"(EUA),":[23],"are":[24,66],"auctioned":[25],"and":[26,49,63,73,90,148,180,187,211,248],"subsequently":[27],"traded":[28],"between":[29,69,146,208],"firms":[30,247],"on":[31,112,157,201],"a":[32,84,108,135,154,165],"secondary":[33],"market.":[34,257],"We":[35,171],"analyse":[36],"how":[37],"EUA":[38,158,212,224],"prices":[39,159,210],"react":[40],"fundamental":[42],"(oil,":[43],"gas,":[44],"coal,":[45],"economic":[46],"activity,":[47],"electricity)":[48],"uncertainty-related":[50],"(Economic":[51],"Policy":[52,55],"Uncertainty,":[53,56,59],"Climate":[54],"Oil":[57,150],"Price":[58],"Energy-related":[60],"Uncertainty)":[61],"variables,":[62],"whether":[64],"there":[65],"discernible":[67],"differences":[68],"third":[71,162],"(2012\u20132020)":[72],"fourth":[74,185],"(2021\u20132025)":[75],"phases.":[76],"To":[77],"examine":[78,96],"these":[79],"relationships,":[80],"study":[82],"employed":[83],"two-variable":[85],"Vector":[86],"Autoregression":[87],"(VAR)":[88],"model":[89],"Impulse":[91],"Response":[92],"Function":[93],"(IRF)":[94],"relationships.":[98],"Our":[99,214],"findings":[100,215,227],"indicate":[101],"that":[102,128,218],"price":[104,114,119,151],"of":[105,115,120,132,178,190],"gas":[106],"had":[107,122,153],"significant":[109],"positive":[110,155],"impact":[111,156],"EUAs,":[116],"while":[117],"coal":[121,147],"an":[123,141,236],"insignificant":[124],"effect.":[125],"This":[126],"suggests":[127],"relative":[130],"cost":[131],"emissions":[133],"plays":[134],"crucial":[136],"role":[137],"in":[138,183,254],"fuel":[139],"switching":[140],"occurrence":[142],"where":[143],"companies":[144],"transition":[145],"gas.":[149],"shocks":[152],"during":[160,168],"phase,":[163,186],"but":[164],"negative":[166],"effect":[167],"fourth.":[170],"attribute":[172],"this":[173],"shift":[174],"inclusion":[177],"maritime":[179],"transport":[181],"sector":[182],"reduction":[189],"free":[191],"allowances":[192],"for":[193,231,246],"aviation":[195],"sector.":[196],"These":[197,226],"sectors":[198],"rely":[199],"heavily":[200],"oil,":[202],"which":[203],"strengthened":[204],"direct":[206],"link":[207],"oil":[209],"prices.":[213,225],"also":[216],"demonstrate":[217],"uncertainty":[219],"variables":[220],"can":[221],"significantly":[222],"affect":[223],"have":[228],"important":[229],"implications":[230],"policymakers":[232],"seeking":[233],"design":[235],"effective":[237],"system":[238],"support":[240],"green":[241],"transitions,":[242],"well":[244],"investors":[249],"aiming":[250],"mitigate":[252],"risks":[253]},"counts_by_year":[],"updated_date":"2026-10-01T08:54:57.152042","created_date":"2025-10-10T00:00:00"}