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

Author

Listed:
  • Shawkat Hammoudeh
  • Duc Khuong Nguyen
  • Ricardo M. Sousa

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)

Suggested Citation

  • Shawkat Hammoudeh & Duc Khuong Nguyen & Ricardo M. Sousa, 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Working Papers 2014-185, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-185
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    CO2 allowance price; energy prices; quantile regression;
    All these keywords.

    JEL classification:

    • Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting

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