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...

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Bibliographic Details
Main Author: Hammoudeh, Shawkat (author)
Other Authors: Lahiani, Amine (author), Nguyen, Duc Khuong (author), Sousa, Ricardo M. (author)
Format: workingPaper
Language:eng
Published: 2014
Subjects:
CO2 allowance price
Energy prices
NARDL model
Asymmetric passthrough
Online Access:http://hdl.handle.net/1822/28105
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/28105

Internet

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

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