Abstract
The impact of crude oil and natural gas prices as well as the prices of the CO2 emission allowance on selected EU Energy, Oil and Gas companies prices is examined with an augmented autoregressive distributed lag (ARDL) bounds test and weekly price time series.
This is a preview of subscription content, log in via an institution to check access.
References
Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 75:427–431. https://doi.org/10.2307/2286348
Pesaran MH, Shin Y, Smith RJ (2001) Bounds testing approaches to the analysis of level relationships. J Appl Economet 16:289–326. https://doi.org/10.1002/jae.616
Phillips PCB, Perron P (1988) Testing for a unit root in time series regressions. Biometrica 75:335–346. https://doi.org/10.2307/2336182
Author information
Authors and Affiliations
Corresponding authors
Rights and permissions
Copyright information
© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Mróz, M., Korzeb, Z., Niedziółka, P. (2024). Causal Relationships of the Listing of EU Energy, Oil and Gas Companies with Fossil Fuel Markets. In: Fossil Fuels in the European Union. Lecture Notes in Energy, vol 99. Springer, Cham. https://doi.org/10.1007/978-3-031-56790-2_12
Download citation
DOI: https://doi.org/10.1007/978-3-031-56790-2_12
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-031-56789-6
Online ISBN: 978-3-031-56790-2
eBook Packages: EnergyEnergy (R0)