Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Zheng-Zheng Li, Yameng Li, Chia-Yun Huang, Adelina Dumitrescu Peculea
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Zheng-Zheng ; Li, Yameng ; Huang, Chia-Yun ; Dumitrescu Peculea, Adelina |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 119.2023, p. 1-12
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| Subject: | Carbon emission trading pilot | Quantile VAR | Risk contagion | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | China | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Welt | World | Schock | Shock | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106542 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014280144