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

Shawkat Hammoudeh, Duc Khuong Nguyen and Ricardo Sousa

No 2014-185, Working Papers from Department of Research, Ipag Business School

Abstract: We use a quantile regression framework to investigate the impact of changes in crude oil pric- es, natural gas prices, coal prices, and electricity prices on the distribution of the CO2 emis- sion allowance prices in the United States. We find that: (i)

Keywords: CO2 allowance price; energy prices; quantile regression (search for similar items in EconPapers)
JEL-codes: Q47 (search for similar items in EconPapers)
Pages: 12 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ene and nep-env
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Citations: View citations in EconPapers (97)

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Journal Article: Energy prices and CO2 emission allowance prices: A quantile regression approach (2014)
Working Paper: Energy prices and CO2 emission allowance prices: A quantile regression approach (2014)
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