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...
| Autor principal: | |
|---|---|
| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2015
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/35221 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/35221 |