The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market
Year of publication: |
2024
|
---|---|
Authors: | Liu, Hong ; Zhu, Yulin ; Cui, Na ; Zheng, Yan |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 2, Art.-No. 105891, p. 1-7
|
Subject: | Chinese oil futures market | European carbon market | International oil futures market | Time-varying spillover | Uncertainty | Rohstoffderivat | Commodity derivative | China | Ölmarkt | Oil market | Warenbörse | Commodity exchange | Emissionshandel | Emissions trading | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Welt | World | Volatilität | Volatility | EU-Staaten | EU countries | Ölpreis | Oil price |
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