Information spillover and market connectedness : multi-scale quantile-on-quantile analysis of the crude oil and carbon markets
Xiaohang Ren, Yue Dou, Kangyin Dong and Yiying Li
| Year of publication: |
2022
|
|---|---|
| Authors: | Ren, Xiaohang ; Dou, Yue ; Dong, Kangyin ; Li, Yiying |
| Subject: | Carbon pricing mechanism | crude oil | quantile Granger causality test | quantile-on-quantile | wavelet analysis | Kausalanalyse | Causality analysis | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Ölpreis | Oil price | Ölmarkt | Oil market | Erdöl | Petroleum | Zustandsraummodell | State space model | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2030855 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013410982