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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Detalhes bibliográficos
Autor principal: Hammoudeh, Shawkat (author)
Outros Autores: Nguyen, Duc Khuong (author), Sousa, Ricardo M. (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2014
Assuntos:
Texto completo:http://hdl.handle.net/1822/28103
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/28103