Hammoudeh, Shawkat; Lahiani, Amine; Nguyen, Duc Khuong; … - Institut de Préparation à l'Administration et à la … - 2014
We use the recently developed nonlinear autoregressive distributed lags (NARDL) model to examine the pass-through of changes in crude oil prices, natural gas prices, coal prices and electricity prices to the CO2 emission allowance prices. This approach allows one to simultaneously test the...