Linear and nonlinear Granger causality investigation between carbon market and crude oil market : a multi-scale approach
Lean Yu, Jingjing Li, Ling Tang, Shuai Wang
| Year of publication: |
September 2015
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| Authors: | Yu, Lean ; Li, Jingjing ; Tang, Ling ; Wang, Shuai |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 51.2015, p. 300-311
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| Subject: | Bivariate empirical mode decomposition | Nonlinear Granger causality test | Multi-scale analysis | Carbon market | Crude oil market | Kausalanalyse | Causality analysis | Ölmarkt | Oil market | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564853