Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Kun Duan, Yang Liu, Cheng Yan, Yingying Huang
| Year of publication: |
2023
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|---|---|
| Authors: | Duan, Kun ; Yang, Liu ; Yan, Cheng ; Huang, Yingying |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 1, p. 1-15
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| Subject: | Carbon market | Causality-in-quantiles test | Financial market | Quantiles-on-quantiles approach | Value at risk | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Finanzmarkt | Spillover-Effekt | Spillover effect | Theorie | Theory | Schätzung | Estimation | Klimawandel | Climate change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014488701