Recent Research
Publications
Lyu, C., Jamasb, T., Spanholtz, J. P. G. (2022). The long COVID of Energy Markets and Prices. European Energy & Climate Journal. 11(1): 3-7
Lyu, C. and Huang, L. (2017). The Influence of RMB Internationalization-Speculation and Demonstration Based on NOEM Model. Journal of Regional Financial Research (In Chinese). 2017(01): 47-53
Lyu, C. (2021). Dynamics of Regional Carbon Markets in China. SSRN Electron Journal.
Working Papers
Lyu, C., and Scholtens, L.J.R. (Bert). (2022) Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS Systems. SSRN Electron Journal.
Volatility Spillovers in the Interconnected NordPool Electricity Markets – The Effect of Carbon Price (with Hung Do, Rabindra Nepal, Tooraj Jamasb)
Selected Work in Progress
[1] Carbon and Green bond market hedging: complementary or supplement? (with Bert Scholtens)
[2] Carbon Price Forcasting and Spillover Effects from Spot to Future (with Pauline Barrieu, George Tzougas, Despoina Makariou, Rui Zhu).
[3] How Effective Has the EU-ETS Been to Battle Air Pollution? - A Spatial Insight.
[4] Air pollution and development in Africa- Resource management and civil conflict (with Myriam Marending and Stefano Tripodi).