Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Yong Wang, Shimiao Liu, Mohammad Zoynul Abedin, Brian Lucey
| Year of publication: |
2024
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| Authors: | Wang, Yong ; Liu, Shimiao ; Abedin, Mohammad Zoynul ; Lucey, Brian M. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101938, p. 1-20
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| Subject: | Carbon market | Electricity market | Energy market | Investment hedge | Spillover effects | Energiemarkt | Hedging | Volatilität | Volatility | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Spillover-Effekt | Spillover effect | China | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Elektrizität | Electricity | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2024.101938 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494792