Exploring the risk spillover effects between carbon market and electricity market : a bidimensional empirical mode decomposition based conditional value at risk approach
Bangzhu Zhu, Liqing Huang, Lili Yuan, Shunxin Ye, Ping Wang
| Year of publication: |
2020
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| Authors: | Zhu, Bangzhu ; Huang, Liqing ; Yuan, Lili ; Ye, Shunxin ; Wang, Ping |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 67.2020, p. 163-175
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| Subject: | Bidimensional empirical mode decomposition | Carbon market | Conditional value at risk | Electricity market | Risk spillover | Risikomaß | Risk measure | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Elektrizitätswirtschaft | Electric power industry | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485847