Carbon and energy prices : surfing the wavelets of California

Carbon price is a key variable in management and risk decisions in activities related to the burning of fossil fuels. Using innovative multivariate wavelet analysis, we study the link between carbon prices and primary and final energy prices in the time and frequency dimensions, particularly in long...

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Bibliographic Details
Main Author: Sousa, Rita (author)
Other Authors: Conraria, Luís Aguiar (author), Soares, M. J. (author)
Format: workingPaper
Language:eng
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/1822/30787
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/30787