Can energy-related uncertainty serve as a barometer for carbon pricing?

This investigation examines the reciprocal connection between energy-related uncertainty (EUI) and carbon trading prices (CTP). Empirical results indicate that EUI can positively affect CTP. This positive impact confirms that high EUI prompts businesses to increase demand for carbon emissions permi...

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Main Authors: Chi Wei Su, Yue Song Xin, Qin Meng, Santiago Budría
Format: Article
Language:English
Published: Institute of Economic Research SAS 2025-06-01
Series:Ekonomický Časopis
Subjects:
Online Access:https://journals.savba.sk/index.php/ekonomickycasopis/article/view/3495
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author Chi Wei Su
Yue Song Xin
Qin Meng
Santiago Budría
author_facet Chi Wei Su
Yue Song Xin
Qin Meng
Santiago Budría
author_sort Chi Wei Su
collection DOAJ
description This investigation examines the reciprocal connection between energy-related uncertainty (EUI) and carbon trading prices (CTP). Empirical results indicate that EUI can positively affect CTP. This positive impact confirms that high EUI prompts businesses to increase demand for carbon emissions permits to cope with energy market risks, ultimately driving up CTP. The intertemporal capital asset pricing framework explains the findings. Conversely, the relationship between EUI and CTP is beneficial and detrimental, demonstrating that ongoing carbon market development contributes to energy market stabilisation and lowers EUI. However, disputes over energy supply and demand can undermine this effect. Within sustainable development, these findings contribute to governments employing EUI to indicate the effectiveness of carbon pricing policies, thereby better addressing energy market risks. Simultaneously, businesses can regard EUI as a signal to anticipate future carbon pricing changes and take corresponding risk management measures.
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institution Kabale University
issn 0013-3035
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language English
publishDate 2025-06-01
publisher Institute of Economic Research SAS
record_format Article
series Ekonomický Časopis
spelling doaj-art-c9c78cedaaa44a67af22ccd36de5bddc2025-08-26T10:30:26ZengInstitute of Economic Research SASEkonomický Časopis0013-30352729-74702025-06-01731-210.31577/ekoncas.2025.01-02.02Can energy-related uncertainty serve as a barometer for carbon pricing?Chi Wei Suhttps://orcid.org/0000-0001-9722-8105Yue Song Xin https://orcid.org/0009-0004-8767-467XQin Menghttps://orcid.org/0009-0009-2863-3743Santiago Budríahttps://orcid.org/0000-0001-5537-4059 This investigation examines the reciprocal connection between energy-related uncertainty (EUI) and carbon trading prices (CTP). Empirical results indicate that EUI can positively affect CTP. This positive impact confirms that high EUI prompts businesses to increase demand for carbon emissions permits to cope with energy market risks, ultimately driving up CTP. The intertemporal capital asset pricing framework explains the findings. Conversely, the relationship between EUI and CTP is beneficial and detrimental, demonstrating that ongoing carbon market development contributes to energy market stabilisation and lowers EUI. However, disputes over energy supply and demand can undermine this effect. Within sustainable development, these findings contribute to governments employing EUI to indicate the effectiveness of carbon pricing policies, thereby better addressing energy market risks. Simultaneously, businesses can regard EUI as a signal to anticipate future carbon pricing changes and take corresponding risk management measures. https://journals.savba.sk/index.php/ekonomickycasopis/article/view/3495Carbon trading priceEnergy-related uncertaintyRolling-windowTime-varying
spellingShingle Chi Wei Su
Yue Song Xin
Qin Meng
Santiago Budría
Can energy-related uncertainty serve as a barometer for carbon pricing?
Ekonomický Časopis
Carbon trading price
Energy-related uncertainty
Rolling-window
Time-varying
title Can energy-related uncertainty serve as a barometer for carbon pricing?
title_full Can energy-related uncertainty serve as a barometer for carbon pricing?
title_fullStr Can energy-related uncertainty serve as a barometer for carbon pricing?
title_full_unstemmed Can energy-related uncertainty serve as a barometer for carbon pricing?
title_short Can energy-related uncertainty serve as a barometer for carbon pricing?
title_sort can energy related uncertainty serve as a barometer for carbon pricing
topic Carbon trading price
Energy-related uncertainty
Rolling-window
Time-varying
url https://journals.savba.sk/index.php/ekonomickycasopis/article/view/3495
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