What explains the short-term dynamics of the prices of CO2 emissions?

Using the vector auto-regression (VAR) and the vector error-correction Models (VECM), this paper analyzes the short-term dynamics of the prices of CO2 emissions in response to changes in the prices of oil, coal, natural gas, electricity and carbon emission allowances. The results show that: (i) a po...

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Bibliographic Details
Main Author: Hammoudeh, Shawkat (author)
Other Authors: Nguyen, Duc Khuong (author), Sousa, Ricardo M. (author)
Format: workingPaper
Language:eng
Published: 2014
Subjects:
CO2 allowance prices
Crude oil
Natural gas
Coal
Electricity
Online Access:http://hdl.handle.net/1822/28047
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/28047

Internet

http://hdl.handle.net/1822/28047

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