Dynamic multiscale interactions between European carbon and electricity markets during 2005-2016
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DOI: 10.1016/j.enpol.2017.04.051
Abstract: This study explores the dynamic multiscale interactions between carbon and electricity markets during phases I (2005–2007), II (2008–2012) and ongoing III (2013–2016) by introducing the bivariate empirical mode decomposition (BEMD), linear and nonlinear Granger causality… read more here.
Keywords: carbon; carbon electricity; electricity; multiscale interactions ... See more keywords