How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics
Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Tan, Xueping ; Sirichand, Kavita ; Vivian, Andrew ; Wang, Xinyu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-21
|
| Subject: | Carbon market | Connectedness | Error variance decomposition | Financial markets | Macroeconomic determinants | Structural breaks | Finanzmarkt | Financial market | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Welt | World | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104870 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517582