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...
| Autor principal: | |
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| Outros Autores: | , |
| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2014
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/28047 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/28047 |