Modelling Correlation in Carbon and Energy Markets
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More about this item
KeywordsEU-ETS; Natural Gas; Fuel-Switching; Dynamic Conditional Correlation;
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-04 (All new papers)
- NEP-ENE-2011-06-04 (Energy Economics)
- NEP-ENV-2011-06-04 (Environmental Economics)
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