Correlation and spillover effects between the carbon market and China's stock market : evidence from wavelet and quantile coherency network analysis
Luxi Sun, Zhili Wang, Shuning Kong, Xiaohua Xia
| Year of publication: |
2024
|
|---|---|
| Authors: | Sun, Luxi ; Wang, Zhili ; Kong, Shuning ; Xia, Xiaohua |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 1, p. 1175-1196
|
| Subject: | Carbon market | Quantile coherency network | Wavelet coherence | China | Aktienmarkt | Stock market | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535452