G2TT
来源类型FEEM working papers "Note di lavoro" series
规范类型论文
Interaction of European Carbon Trading and Energy Prices
Derek W. Bunn; Carlo Fezzi
发表日期2007
出处Climate Change and Sustainable Development
出版年2007
语种英语
摘要This paper addresses the economic impact of the EU Emission Trading Scheme for carbon on wholesale electricity and gas prices. Specifically, we analyse the mutual relationships between electricity, gas and carbon prices in the daily spot markets in the United Kingdom. Using a structural co-integrated VAR model, we show how the prices of carbon and gas jointly influence the equilibrium price of electricity. Furthermore, we derive the dynamic pass-trough of carbon into electricity price and the response of electricity and carbon prices to shocks in the gas price.
特色分类Q48,L94,C32
关键词Carbon Emission Trading,Energy Markets,Structural VECM
URLhttps://www.feem.it/en/publications/feem-working-papers-note-di-lavoro-series/interaction-of-european-carbon-trading-and-energy-prices/
来源智库Fondazione Eni Enrico Mattei (Italy)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/117481
推荐引用方式
GB/T 7714
Derek W. Bunn,Carlo Fezzi. Interaction of European Carbon Trading and Energy Prices. 2007.
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