Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests
| Year of publication: |
2023
|
|---|---|
| Authors: | Ren, Xiaohang ; Dou, Yue ; Dong, Kangyin ; Yan, Cheng |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 38, p. 4486-4509
|
| Subject: | carbon market | causality-In-Quantile | Crude oil | cuantile impulse response function | stock market | Treibhausgas-Emissionen | Greenhouse gas emissions | Aktienmarkt | Stock market | Emissionshandel | Emissions trading | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Welt | World | Börsenkurs | Share price | Ölpreis | Oil price | Ölmarkt | Oil market | Schätzung | Estimation | Volatilität | Volatility |
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