Görüntüleme
43
İndirme
2
Bu çalışmada, Avrupa Enerji Borsası ve Kıtalararası Vadeli İşlem Borsası’nda işlem gören karbon spot ve vadeli fiyatlarının, petrol fiyatının ve döviz kurunun ortalamada ve varyansta nedensellik analizleri, üç farklı ekonometrik nedensellik testi ile analiz edilmiştir. Çalışmanın sonucunda, spot ve vadeli karbon fiyatları arasında negatif ve pozitif yönlü nedensellik ilişkisi tespit edilmiştir. Ayrıca karbon fiyatları ile petrol ve döviz kuru arasında da nedensellik ilişkileri görülmüştür. İlgili bulgular, literatür ile karşılaştırmalı olarak sunulmuştur.
In this study, the causality analysis of the carbon spot and deadline prices traded at the European Energy Exchange and the Intercontinental Transaction Exchange, the average and variation of the price of oil and exchange rate, was analyzed by three different econometric causality tests. The study found a negative and positive causal relationship between spot and temporary carbon prices. There has also been a causal relationship between carbon prices and oil and exchange rates. Interesting findings are presented in comparison with literature.
In this study, transactions of carbon spot and future prices on the European Energy Market and Intercontinental Futures Exchange, causality analysis of changes in median and variance of oil prices and foreign currency exchange, are analyzed with three different econometric tests. We have found that spot and future carbon prices have negative and positive causality relation. In addition causality relation between carbon prices, oil and foreign currency exchange rate have been detected. Related findings have been discussed in comparison with the literature.
Dergi Türü : Uluslararası
Makale Detay 
Benzer Makaleler
PDF Görüntüle
Dergi Bilgisi
Eseri Dinleyin
Alıntı Yap
Bu Sayfayı Yazdırın
Paylaş
Mendeley
