Risk transmission from the energy markets to the carbon market : evidence from the recursive window approach
Sanggetha Vellachami, Akram Shavkatovich Hasanov, Robert Brooks
| Year of publication: |
2023
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| Authors: | Sanggetha Vellachami ; Hasanov, Akram Shavkatovich ; Brooks, Robert |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-13
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| Subject: | Asymmetric BEKK | Biofuel market | Carbon market | Fossil energy markets | Recursive window | Skewed Student's | Volatility transmission | Energiemarkt | Energy market | Volatilität | Volatility | Emissionshandel | Emissions trading | EU-Staaten | EU countries | Biokraftstoff | Biofuel | Treibhausgas-Emissionen | Greenhouse gas emissions | Fossile Energie | Fossil fuel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102715 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464820