Testing the directional predictability between carbon trading and sectoral stocks in China : new insights using cross-quantilogram and rolling window causality approaches
Asif Razzaq, Arshian Sharif, Hui An, Chaker Aloui
| Year of publication: |
2022
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|---|---|
| Authors: | Razzaq, Asif ; Arshian Sharif ; An, Hui ; Aloui, Chaker |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 182.2022, p. 1-16
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| Subject: | Sector indices | Carbon emissions trading market | Rolling window | Cross-quantilogram | China pilot ETS | Climate change | China | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Klimawandel | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2022.121846 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449119