Li, Houjian; Huang, Xinya; Zhou, Deheng; Guo, Lili - In: Energy strategy reviews 48 (2023), pp. 1-16
investors and producers. Taking carbon prices in Hubei and Guangdong as examples, we use the time-varying parameter vector … autoregressive (TVP-VAR) model to investigate the time-varying influence of WTI and weather changes (average temperature, sunshine … and weather changes on carbon prices is obviously time-varying and lagging. Secondly, the short-term impact of crude oil …