Time-frequency co-movements between climate uncertainty and carbon market returns : evidence based on wavelet coherence analysis
Jin-Hui Cao, Chi Xie, Gang-Jin Wang, You Zhu, Jiatong Liu
| Year of publication: |
2025
|
|---|---|
| Authors: | Cao, Jin-Hui ; Chi, Xie ; Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 74.2025, Art.-No. 106778, p. 1-11
|
| Subject: | Climate policy uncertainty | Carbon market return | Climate uncertainty | Co-movement | Wavelet coherence | Emissionshandel | Emissions trading | Risiko | Risk | Klimaschutz | Climate protection | Klimawandel | Climate change | Zustandsraummodell | State space model | Treibhausgas-Emissionen | Greenhouse gas emissions | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Welt | World | Klimapolitik | Climate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.106778 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015407103