Kapoor, Nimisha; Ghosh, Sajal - In: Renewable and Sustainable Energy Reviews 38 (2014) C, pp. 656-662
This study tries to explore cointegration and Granger causality of daily CER prices in European Energy Exchange and Multi Commodity Exchange (MCX) in India in a multivariate framework after controlling euro–rupee exchange rate and Inter-Bank Offer Rate, a measure of country specific risk. Both...