How does carbon market interact with energy and sectoral stocks? : evidence from risk spillover and wavelet coherence
Lu-Tao Zhao, Hai-Yi Liu, Xue-Hui Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Zhao, Lu-Tao ; Liu, Hai-Yi ; Chen, Xue-Hui |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100386, p. 1-20
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| Subject: | Carbon market | Time-frequency domain | Wavelet coherence | Spillover effects | Spillover-Effekt | Spillover effect | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100386 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526882