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dc.contributor.author | Pardo Tornero, Ángel | |
dc.date.accessioned | 2023-07-27T08:33:04Z | |
dc.date.available | 2023-07-28T04:45:06Z | |
dc.date.issued | 2021 | es_ES |
dc.identifier.citation | Ángel Pardo, Carbon and inflation, Finance Research Letters, Volume 38, 2021, 101519 | es_ES |
dc.identifier.uri | https://hdl.handle.net/10550/88794 | |
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. | es_ES |
dc.language.iso | en | es_ES |
dc.publisher | Elsevier | es_ES |
dc.subject | EUAs | es_ES |
dc.subject | HICP | es_ES |
dc.subject | inflation hedge | es_ES |
dc.title | Carbon and inflation | es_ES |
dc.type | journal article | es_ES |
dc.subject.unesco | UNESCO::CIENCIAS ECONÓMICAS | es_ES |
dc.identifier.doi | 10.1016/j.frl.2020.101519 | es_ES |
dc.accrualmethod | S | es_ES |
dc.embargo.terms | 0 days | es_ES |
dc.type.hasVersion | VoR | es_ES |
dc.rights.accessRights | open access | es_ES |