EU-ETS and Nordic Electricity: A CVAR Approach
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More about this item
Keywordscointegrated vector autoregression; impulse response; electricity markets; CO2 cost pass-through; EU-ETS;
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- Q52 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Pollution Control Adoption and Costs; Distributional Effects; Employment Effects
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-07 (All new papers)
- NEP-EEC-2008-10-07 (European Economics)
- NEP-ENE-2008-10-07 (Energy Economics)
- NEP-ENV-2008-10-07 (Environmental Economics)
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