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dc.contributor.author | Pardo Tornero, Ángel | |
dc.date.accessioned | 2022-05-19T17:26:24Z | |
dc.date.available | 2022-05-19T17:26:24Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Pardo Tornero, Ángel 2021 Carbon and inflation Finance Research Letters 38 | |
dc.identifier.uri | https://hdl.handle.net/10550/82898 | |
dc.description.abstract | This paper investigates whether European Union Allowances (EUAs) can serve as an inflation hedge for two economic areas, four euro countries and two non-euro countries. The Extended Fisher Hypothesis is tested and the evidence shows a strong positive relationship between EUA returns and the unexpected inflation component in all the economic areas or countries analysed, except for the US. Therefore, EUAs are able to provide a hedge against unanticipated inflation rates. | |
dc.language.iso | eng | |
dc.relation.ispartof | Finance Research Letters, 2021, vol. 38 | |
dc.subject | Inflació | |
dc.subject | Carbó | |
dc.subject | Economia | |
dc.title | Carbon and inflation | |
dc.type | journal article | es_ES |
dc.date.updated | 2022-05-19T17:26:25Z | |
dc.identifier.doi | 10.1016/j.frl.2020.101519 | |
dc.identifier.idgrec | 143660 | |
dc.rights.accessRights | open access | es_ES |