메뉴 건너뛰기




Volumn , Issue , 2008, Pages 145-159

A vector error correction model of the interactions among gas, electricity and carbon prices: An application to the cases of germany and the United Kingdom

Author keywords

[No Author keywords available]

Indexed keywords


EID: 73149118998     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter
Times cited : (35)

References (34)
  • 1
    • 2442661929 scopus 로고    scopus 로고
    • 'Emission trading and technology deployment in an energy-system "bottom-up" model with technology learning'
    • Barreto, L. and Kypreos, S. (2004), 'Emission trading and technology deployment in an energy-system "bottom-up" model with technology learning', European Journal of Operational Research, 158, 243-61.
    • (2004) European Journal of Operational Research , vol.158 , pp. 243-261
    • Barreto, L.1    Kypreos, S.2
  • 3
    • 85016078433 scopus 로고
    • 'The dynamic effects of aggregate demand and supply disturbances'
    • Blanchard, O.J. and Quah, D. (1986), 'The dynamic effects of aggregate demand and supply disturbances', American Economic Review, 79 (4), 655-73.
    • (1986) American Economic Review , vol.79 , Issue.4 , pp. 655-673
    • Blanchard, O.J.1    Quah, D.2
  • 4
    • 0036157621 scopus 로고    scopus 로고
    • 'Industry-level emission trading between power producers in the EU'
    • Böhringer, C. (2002), 'Industry-level emission trading between power producers in the EU', Applied Economics, 34 (4), 523-33.
    • (2002) Applied Economics , vol.34 , Issue.4 , pp. 523-533
    • Böhringer, C.1
  • 5
    • 27144534478 scopus 로고    scopus 로고
    • 'On the design of optimal grandfathering schemes for emission allowances'
    • Böhringer, C. and Lange, A. (2005), 'On the design of optimal grandfathering schemes for emission allowances', European Economic Review, 49, 2041-55.
    • (2005) European Economic Review , vol.49 , pp. 2041-2055
    • Böhringer, C.1    Lange, A.2
  • 6
    • 4644245438 scopus 로고    scopus 로고
    • 'Lag selection in subset VAR models with an application to a U.S. monetary system'
    • R. Friedmann, L. Knüppel and H. Lütkepohl (eds), Münster: LIT Verlag
    • Brüggemann, R. and Lütkepohl, H. (2001), 'Lag selection in subset VAR models with an application to a U.S. monetary system', in R. Friedmann, L. Knüppel and H. Lütkepohl (eds), Econometric Studies: A Festschrift in Honour of Joachim Frohn, Münster: LIT Verlag, pp. 107-28.
    • (2001) Econometric Studies: A Festschrift in Honour of Joachim Frohn , pp. 107-128
    • Brüggemann, R.1    Lütkepohl, H.2
  • 7
    • 38049181678 scopus 로고    scopus 로고
    • 'Market and price development in the European Emissions Trading Scheme'
    • Convery, F.J. and Redmond, L. (2007), 'Market and price development in the European Emissions Trading Scheme', Review of Environmental Economics and Policy, 1 (1), 88-111.
    • (2007) Review of Environmental Economics and Policy , vol.1 , Issue.1 , pp. 88-111
    • Convery, F.J.1    Redmond, L.2
  • 8
    • 0000847273 scopus 로고
    • 'Atheoretical macroeconometrics: a critique'
    • Cooley, T. and LeRoy, S. (1985), 'Atheoretical macroeconometrics: a critique', Journal of Monetary Economics, 16, 283-306.
    • (1985) Journal of Monetary Economics , vol.16 , pp. 283-306
    • Cooley, T.1    LeRoy, S.2
  • 9
    • 0002959374 scopus 로고    scopus 로고
    • 'Structural relations, cointegration and identification: some simple results and their application'
    • Davidson, J. (1998), 'Structural relations, cointegration and identification: some simple results and their application', Journal of Econometrics, 87, 87-113.
    • (1998) Journal of Econometrics , vol.87 , pp. 87-113
    • Davidson, J.1
  • 11
    • 85036258669 scopus 로고
    • 'Distribution of the estimators for autoregressive time series with a unity root'
    • Dickey, D.A. and Fuller, W.A. (1979), 'Distribution of the estimators for autoregressive time series with a unity root', Journal of the American Statistical Association, 74, 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 12
    • 0000013567 scopus 로고
    • 'Co-integration and error correction: representation, estimation and testing'
    • Engle, R.F. and Granger, C.W.J. (1987), 'Co-integration and error correction: representation, estimation and testing', Econometrica, 55 (2), 251-76.
    • (1987) Econometrica , vol.55 , Issue.2 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 14
    • 84881966282 scopus 로고    scopus 로고
    • European Commission, Directive 2003/87/EC of the European Parliament and of the Council of 13 October 2003 establishing a scheme for greenhouse gases emission allowance trading within the Community and amending Council Directive 96/61/EC-OJ L275
    • European Commission (2003), Directive 2003/87/EC of the European Parliament and of the Council of 13 October 2003 establishing a scheme for greenhouse gases emission allowance trading within the Community and amending Council Directive 96/61/EC-OJ L275.
    • (2003)
  • 15
    • 33748632313 scopus 로고
    • 'Five alternative methods of estimating long-run equilibrium relationships'
    • Gonzalo, J. (1994), 'Five alternative methods of estimating long-run equilibrium relationships', Journal of Econometrics, 60 (1), 203-33.
    • (1994) Journal of Econometrics , vol.60 , Issue.1 , pp. 203-233
    • Gonzalo, J.1
  • 18
    • 0033907251 scopus 로고    scopus 로고
    • 'Explaining cointegration analysis: Part I'
    • Hendry, D.F. and Juselius, K. (2000), 'Explaining cointegration analysis: Part I', The Energy Journal, 21, 1-42.
    • (2000) The Energy Journal , vol.21 , pp. 1-42
    • Hendry, D.F.1    Juselius, K.2
  • 19
    • 0000158117 scopus 로고
    • 'Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models'
    • Johansen, S. (1991), 'Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models', Econometrica, 59 (6), 1551-80.
    • (1991) Econometrica , vol.59 , Issue.6 , pp. 1551-1580
    • Johansen, S.1
  • 20
    • 58149362781 scopus 로고
    • 'Identifying restriction of linear equations with application to simultaneous equations and cointegration'
    • Johansen, S. (1995), 'Identifying restriction of linear equations with application to simultaneous equations and cointegration', Journal of Econometrics, 69, 111-32.
    • (1995) Journal of Econometrics , vol.69 , pp. 111-132
    • Johansen, S.1
  • 22
    • 43949150447 scopus 로고
    • 'Identification of the long-run and short-run structure. An application to the ISLM model'
    • Johansen, S. and Juselius, K. (1994), 'Identification of the long-run and short-run structure. An application to the ISLM model', Journal of Econometrics, 63, 7-36.
    • (1994) Journal of Econometrics , vol.63 , pp. 7-36
    • Johansen, S.1    Juselius, K.2
  • 25
    • 34247480179 scopus 로고
    • 'Testing the null hypothesis of stationarity against the alternative of a unit root'
    • Kwiatkowski, D., Phillips, P.C.B, Schmidt, P. and Shin, Y. (1992), 'Testing the null hypothesis of stationarity against the alternative of a unit root', Journal of Econometrics, 54, 159-78.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips P.C.B Schmidt, P.2    Shin, Y.3
  • 26
    • 19044394762 scopus 로고    scopus 로고
    • 'Comparison of unit root tests for time series with level shifts'
    • Lanne, M., Lütkepohl, H. and Saikkonen, P. (2002), 'Comparison of unit root tests for time series with level shifts', Journal of Time Series Analysis, 23, 667-85.
    • (2002) Journal of Time Series Analysis , vol.23 , pp. 667-685
    • Lanne, M.1    Lütkepohl, H.2    Saikkonen, P.3
  • 30
    • 19044371729 scopus 로고
    • 'Testing for unit roots in autoregressive moving average models of unknown order'
    • Said, S.E. and Dickey, D.A. (1984), 'Testing for unit roots in autoregressive moving average models of unknown order, Biometrika, 71, 599-608.
    • (1984) Biometrika , vol.71 , pp. 599-608
    • Said, S.E.1    Dickey, D.A.2
  • 31
    • 0034382517 scopus 로고    scopus 로고
    • 'Testing for the cointegration rank of a VAR process with an intercept'
    • Saikkonen, P. and Lütkepohl, H. (2000), 'Testing for the cointegration rank of a VAR process with an intercept', Econometric Theory, 16, 373-406.
    • (2000) Econometric Theory , vol.16 , pp. 373-406
    • Saikkonen, P.1    Lütkepohl, H.2
  • 32
    • 0036004261 scopus 로고    scopus 로고
    • 'Testing for a unit root in a time series with a level shift at unknown time'
    • Saikkonen, P. and Lütkepohl, H. (2002), 'Testing for a unit root in a time series with a level shift at unknown time', Econometric Theory, 18, 313-48.
    • (2002) Econometric Theory , vol.18 , pp. 313-348
    • Saikkonen, P.1    Lütkepohl, H.2
  • 33
    • 33747793379 scopus 로고    scopus 로고
    • 2 cost pass-through and windfall profits in the power sector'
    • 2 cost pass-through and windfall profits in the power sector', Climate Policy, 6, 47-70.
    • (2006) Climate Policy , vol.6 , pp. 47-70
    • Sijm, J.1    Neuhoff, K.2    Chen, Y.3
  • 34
    • 0000997472 scopus 로고
    • 'Macroeconomics and reality'
    • Sims, C. (1980), 'Macroeconomics and reality', Econometrica, 48 (1), 1-48.
    • (1980) Econometrica , vol.48 , Issue.1 , pp. 1-48
    • Sims, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.