Spillover effects between China's new energy and carbon markets and international crude oil market : a look at the impact of extreme events
Yong Zhang, GuangYuan Tang, Rong Li
| Year of publication: |
2025
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| Authors: | Zhang, Yong ; Tang, Guangyuan ; Li, Rong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103939, p. 1-19
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| Subject: | Carbon market | DY spillover index | TVP-VAR-SV model | Volatility spillover effect | WTI crude oil futures | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ölmarkt | Oil market | China | Welt | World | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Klimawandel | Climate change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103939 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015331886