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Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues

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  • Yoo, Do-il
  • Kim, Hyeon-woong
  • Kwon, Ji-soo
  • Kim, So-Jin

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Suggested Citation

  • Yoo, Do-il & Kim, Hyeon-woong & Kwon, Ji-soo & Kim, So-Jin, 2018. "Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues," 2018 Annual Meeting, August 5-7, Washington, D.C. 274298, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea18:274298
    DOI: 10.22004/ag.econ.274298
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    References listed on IDEAS

    as
    1. Hansen, Bruce E. & Seo, Byeongseon, 2002. "Testing for two-regime threshold cointegration in vector error-correction models," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October.
    2. Massimo Peri & Lucia Baldi, 2011. "Nonlinear price dynamics between CO2 futures and Brent," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1207-1211.
    3. repec:dau:papers:123456789/6970 is not listed on IDEAS
    4. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Natural Resource Economics; Demand and Price Analysis; Resource and Environmental Policy Analysis;
    All these keywords.

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