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EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis

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Academic year: 2021

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Figure 1: Time-Series of EUA and sCER Prices.
Figure 2: Impulse Response Function Analysis. -.01.00.01.02.03.04.05.06.07.08 1 2 3 4 5 6 7 8 9 10
Figure 3: Variance Decomposition Analysis. 3040506070 1 2 3 4 5 6 7 8 9 10
Figure 4: Cointegrating Relation. -.2-.1.0.1.2.3 07M07 08M01 08M07 09M01 09M07 10M01 Cointegrating relation 1
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