Tail risk connectedness in the Carbon-Finance nexus : evidence from a quantile spillover approach in China
Zhenting Gong, Yanbei Chen, He Zhang, Fan Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Gong, Zhenting ; Chen, Yanbei ; Zhang, He ; Chen, Fan |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 2, Art.-No. 105803, p. 1-9
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| Subject: | Carbon market | Finance market | Quantile connectedness | Tail risk | China | Spillover-Effekt | Spillover effect | Welt | World | Schätzung | Estimation | Treibhausgas-Emissionen | Greenhouse gas emissions | Schock | Shock | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105803 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062264