Risk spillovers between Chinese new energy futures and carbon-intensive assets : asymmetric effect, time-frequency dynamics, and portfolio strategies
Xianfang Su, Yachao Zhao
| Year of publication: |
2025
|
|---|---|
| Authors: | Su, Xianfang ; Zhao, Yachao |
| Subject: | Asymmetric time–frequency | Carbon-intensive assets | New energy futures | Portfolio strategies | Risk spillovers | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | China |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338006