Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Year of publication: |
2024
|
---|---|
Authors: | Wang, Yong ; Liu, Shimiao ; Abedin, Mohammad Zoynul ; Lucey, Brian M. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101938, p. 1-20
|
Subject: | Carbon market | Electricity market | Energy market | Investment hedge | Spillover effects | Hedging | Energiemarkt | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | Elektrizitätswirtschaft | Electric power industry | Emissionshandel | Emissions trading | Volatilität | Volatility | Deregulierung | Deregulation | China | Spotmarkt | Spot market | Derivat | Derivative |
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