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Published in 2023 at "International Journal of Low-Carbon Technologies"
DOI: 10.1093/ijlct/ctad036
Abstract: This paper analyzed the time-varying dependence and structural dependence between EU allowances (EUAs) and certified emission reductions (CERs) by using price fluctuation data from 2008 to 2021 on EU ETS. It was found that (1)…
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Keywords:
structural dependence;
time varying;
eua cer;
dependence ... See more keywords