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Alexandra, Horobet ; Lucian, Belascu ; Oana Cristina, Popovici ; Sofia Adriana, Dumitrescu ; Vlad-Cosmin, Bulai ; Oana, Popovici. (2021) A VaR-Based Methodology for Assessing Carbon Price Risk across European Union Economic Sectors.
In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8424-:d:701935.
Full description at Econpapers
cites:
Bunn, D.W.; Fezzi, C. 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. In Markets for Carbon and Power Pricing in Europe: Theoretical Issues and Empirical Analyses; Edward Elgar Publishing Limited: Cheltenham, UK, 2008; pp. 145â159.
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