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Modelling Correlation in Carbon and Energy Markets

Philipp Koenig ()
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Philipp Koenig: Electricity Policy Research Group Faculty of Economics University of Cambridge

No EPRG 1107, Working Papers from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

Keywords: EU-ETS; Natural Gas; Fuel-Switching; Dynamic Conditional Correlation (search for similar items in EconPapers)
JEL-codes: Q41 G10 (search for similar items in EconPapers)
Date: 2011-02
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