An empirical analysis of energy cost pass-through to CO2 emission prices

We use the nonlinear autoregressive distributed lags (NARDL) model to analyse the asymmetric and nonlinear pass-through effects of changes in crude oil prices, natural gas prices, coal prices and electricity prices on the CO2 emission allowance prices. We find that: (i) the crude oil prices have a l...

Full description

Bibliographic Details
Main Author: Hammoudeh, Shawkat (author)
Other Authors: Lahiani, Amine (author), Nguyen, Duc Khuong (author), Sousa, Ricardo M. (author)
Format: article
Language:eng
Published: 2015
Subjects:
CO2 allowance price
energy prices
NARDL model
asymmetric pass-through
CO allowance price 2
Q47
Ciências Sociais::Economia e Gestão
Social Sciences
Online Access:http://hdl.handle.net/1822/35221
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/35221

Internet

http://hdl.handle.net/1822/35221

Similar Items