Energy prices and CO2 emission allowance prices : a quantile regression approach

We use a quantile regression framework to investigate the impact of changes in crude oil prices, natural gas prices, coal prices, and electricity prices on the distribution of the CO2 emission allowance prices in the United States. We find that: (i) an increase in the crude oil price generates a sub...

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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:
Online Access:http://hdl.handle.net/1822/28103
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/28103