Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market : time-frequency evidence from Quantile-on-Quantile regression
Yinghua Ren, Nairong Wang, Huiming Zhu
| Year of publication: |
2025
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|---|---|
| Authors: | Ren, Ying-hua ; Wang, Nairong ; Zhu, Huiming |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102263, p. 1-26
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| Subject: | Climate risks | Dynamic connectedness | Energy futures | Oil shocks | Risk transmission channels | Time-frequency-quantile | Ölpreis | Oil price | China | Klimawandel | Climate change | Risiko | Risk | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Welt | World | Schock | Shock | Schätzung | Estimation | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337994