Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications
Mohammad Enamul Hoque, Low Soo-Wah, Mabruk Billah
| Year of publication: |
2023
|
|---|---|
| Authors: | Mohammad Enamul Hoque ; Low, Soo Wah ; Syed Mabruk Billah |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 2, p. 1-24
|
| Subject: | Hedging | Carbon futures, climate change futures | Energy futures, spillover | Portfolio | Klimawandel | Climate change | Portfolio-Management | Portfolio selection | Treibhausgas-Emissionen | Greenhouse gas emissions | Spillover-Effekt | Spillover effect | Welt | World | Risikomanagement | Risk management | Emissionshandel | Emissions trading | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Förderung erneuerbarer Energien | Renewable energy policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490834