Risk transmission between old and new energy markets from a multi-scale perspective : the role of the EU emissions trading system
Year of publication: |
2022
|
---|---|
Authors: | Jiang, Qichuan ; Ma, Xuejiao |
Subject: | carbon market | dynamic correlation | energy market | Risk transmission | volatility spillover effects | Energiemarkt | Energy market | Volatilität | Volatility | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Treibhausgas-Emissionen | Greenhouse gas emissions | Risiko | Risk | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Energiewirtschaft | Energy sector |
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