Dynamic linkages among carbon, energy and financial markets: A smooth transition approach

Applied Economics

Volumn 46, Issue 7, 2014, Pages 715-729

  Koch, Nicolas ^a  

^a UNIVERSITY OF HAMBURG   (Germany)

Author keywords

CO2 emissions trading; energy markets; EU ETS; multivariate GARCH; smooth transition

Indexed keywords

CARBON DIOXIDE; CARBON EMISSION; EMISSIONS TRADING; ENERGY MARKET; ENVIRONMENTAL ECONOMICS; EUROPEAN UNION; FINANCIAL MARKET; MACROECONOMICS; MULTIVARIATE ANALYSIS; STRUCTURAL CHANGE;

EID: 84892894655     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036846.2013.854301     Document Type: Article

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