3 papers
q-fin.CP2025
Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
Cristiano Salvagnin, Vittorio del Tatto, Maria Elena De Giuli +2
We propose to use a recently introduced non-parametric tool named Differentiable Information Imbalance (DII) to identify variables that are causally related -- potentially through…
q-fin.ST2024
Review of the EU ETS Literature: A Bibliometric Perspective
Cristiano Salvagnin
This study conducts a bibliometric review of scientific literature on the European Union Emissions Trading System (EU ETS) from 2004 to 2024, using research articles from the Scopu…
q-fin.ST2024
Investigating the price determinants of the European Emission Trading System: a non-parametric approach
Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli +1
The European carbon market plays a pivotal role in the European Union's ambitious target of achieving carbon neutrality by 2050. Understanding the intricacies of factors influencin…