California's carbon market and energy prices: a wavelet analysis

Carbon price is a key variable in management and risk decisions in activities related to the burning of fossil fuels. Different major players in this market, such as polluters, regulators and financial actors, have different time horizons. We use innovative multivariate wavelet analysis tools, inclu...

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Bibliographic Details
Main Author: Aguiar-Conraria, Luís (author)
Other Authors: Soares, M. J. (author), Sousa, Rita (author)
Format: article
Language:eng
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/1822/72643
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/72643