Global shocks and local connectedness : evidence from dynamic tail risk interdependences among Chinese regional carbon markets
Zhang-Hangjian Chen, Cheng-Ye Yu, Xiang Gao and Xiaohong Li
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Zhang-HangJian ; Yu, Cheng-Ye ; Gao, Xiang ; Li, Xiaohong |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 32.2025, 10, p. 1357-1362
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| Subject: | carbon market | exogenous shocks | Tail risk | time-varying copula | Schock | Shock | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | China | Schätzung | Estimation | Klimawandel | Climate change | Welt | World | Multivariate Verteilung | Multivariate distribution | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2024.2303367 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015444709