Dependence changes between the carbon price and its fundamentals: A quantile regression approach

By Xueping Tan, Xinyu Wang. 2017

158 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/53b9ac8c1fd226d540608e882adf7e1357927171

Citations in the corpus

• The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, unknown): “While some recent studies investigate the dynamic distributional patterns of marginal energy price impacts on carbon price quantiles in Phase III (see, e.g. Hammoudeh et al., 2014b; Tan and Wang, 2017), their results are different from ours.”