Li, Houjian; Huang, Xinya; Zhou, Deheng; Guo, Lili - In: Energy strategy reviews 48 (2023), pp. 1-16
Crude oil prices, weather changes, and carbon prices are closely related, but little research investigates their … dynamic relationship. Studying how crude oil prices and weather changes dynamically affect carbon prices is significant to … autoregressive (TVP-VAR) model to investigate the time-varying influence of WTI and weather changes (average temperature, sunshine …