The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhikai Zhang, Yaojie Zhang, Yudong Wang, Qunwei Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Zhikai ; Zhang, Yaojie ; Wang, Yudong ; Wang, Qunwei |
| Subject: | carbon emission | carbon futures | climate sentiment | fossil energy | spillover | volatility forecasting | Treibhausgas-Emissionen | Greenhouse gas emissions | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Fossile Energie | Fossil fuel | Emissionshandel | Emissions trading | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Welt | World | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Ökosteuer | Environmental tax | ARCH-Modell | ARCH model | Luftverschmutzung | Air pollution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014536649