Carbon financial markets: a time-frequency analysis of CO2 price drivers
We characterize the interrelation of CO2 prices with energy prices (gas and electricity), and with economic activity. Previous studies have relied on time-domain techniques, such as Vector Auto-Regressions. In this study, we use multivariate wavelet analysis, which operates in the time-frequency dom...
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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2014
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/27957 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/27957 |