Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices

We use the recently developed nonlinear autoregressive distributed lags (NARDL) model to examine the pass-through of changes in crude oil prices, natural gas prices, coal prices and electricity prices to the CO2 emission allowance prices. This approach allows one to simultaneously test the short- an...

ver descrição completa

Detalhes bibliográficos
Autor principal: Hammoudeh, Shawkat (author)
Outros Autores: Lahiani, Amine (author), Nguyen, Duc Khuong (author), Sousa, Ricardo M. (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2014
Assuntos:
CO2 allowance price
Energy prices
NARDL model
Asymmetric passthrough
Texto completo:http://hdl.handle.net/1822/28105
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/28105

Texto Completo

http://hdl.handle.net/1822/28105

Registos relacionados