Hammoudeh, Shawkat; Lahiani, Amine; Nguyen, Duc Khuong; … - Núcleo de Investigação em Políticas Económicas … - 2014
We use a quantile regression framework to investigate the impact of changes in crude oil prices, natural gas prices, coal prices, and electricity prices on the distribution of the CO2 emission allowance prices in the United States. We find that: (i) an increase in the crude oil price generates a...