Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China : evidence from GARCH and quantile models
Mohammed I. Shuaibu, Suleiman O. Mamman, Jamilu Iliyasu, Wang Zhanqin
| Year of publication: |
2024
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|---|---|
| Authors: | Shuaibu, Mohammed Isa ; Mamman, Suleiman O. ; Iliyasu, Jamilu ; Wang, Zhanqin |
| Published in: |
Letters in spatial and resource sciences : LSRS. - Berlin : Springer, ISSN 1864-404X, ZDB-ID 2436019-3. - Vol. 17.2024, 1, Art.-No. 10, p. 1-14
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| Subject: | Asymmetry | Climate policy | Homogeneous | Market conditions | Quantile regression | Stock market | China | Aktienmarkt | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis | Klimaschutz | Climate protection | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12076-024-00372-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015123527