Is the global carbon market integrated? : return and volatility connectedness in ETS systems
Chenyan Lyu, Bert Scholtens
| Year of publication: |
2022
|
|---|---|
| Authors: | Lyu, Chenyan ; Scholtens, Bert |
| Publisher: |
Frederiksberg : Department of Economics, Copenhagen Business School |
| Subject: | Carbon markets integration | Volatility connectedness | TVP-VAR | Market risk | Volatilität | Volatility | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Marktintegration | Market integration | Welt | World | EU-Staaten | EU countries |
freely available
| Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Economics, Copenhagen Business School. - Frederiksberg : [Verlag nicht ermittelbar], ISSN 0906-5830, ZDB-ID 2822611-2. - Vol. 2022, 07 CSEI working paper ; 2022, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10398/0f17d4cc-f9b3-4b68-8e23-ecb767be8af2 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367336