Dynamic linkages among carbon, energy and financial markets : a smooth transition approach
Year of publication: |
2014
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Authors: | Koch, Nikolas |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 715-729
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Subject: | CO2 emissions trading | EU ETS | energy markets | multivariate GARCH | smooth transition | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | ARCH-Modell | ARCH model | Energiemarkt | Energy market | Schätzung | Estimation | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Welt | World |
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