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
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| Authors: | Su, Xianfang ; Zhao, Yachao |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102275, p. 1-31
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| 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 |
| 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