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Can energy commodity futures add to the value of carbon assets?

Wen, Xiaoqian; Bouri, Elie; Roubaud, David - In: Economic modelling 62 (2017), pp. 194-206

Persistent link: https://www.econbiz.de/10011813408

Carbon price uncertainty-macroeconomy mixed-frequency spillovers : evidence from the frequency-domain

Li, Mengting; Wei, Yu; Gupta, Rangan; Cepni, Oguzhan - 2025

Persistent link: https://www.econbiz.de/10015446108

Do green economy stocks matter for the carbon and energy markets? : evidence of connectedness effects and hedging strategies

Sun, Yingyue; Wei, Yu; Wang, Yizhi - In: China finance review international 14 (2024) 4, pp. 666-693

Persistent link: https://www.econbiz.de/10015323289

Alarming Contagion Effects : The Dangerous Ripple Effect of Extreme Price Spillovers across Crude Oil, Carbon Emission Allowance, and Agriculture Futures Markets

Wei, Yu; Wang, Yizhi; Su, Yang; Vigne, Samuel A.; Ma, Zhenyu - 2023

The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

Persistent link: https://www.econbiz.de/10014354980

Carbon emission allowance, global climate risk, and agricultural futures : an extreme spillover analysis in China

Yao, Zengfu; Chen, Yonghuai; Deng, Shicheng; Zhang, Yifeng - In: Finance research letters 71 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015196499

Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach

Bai, Lan; Wei, Yu; Zhang, Jiahao; Wang, Yizhi; Lucey, … - In: Energy economics 123 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014475890

Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? : an analysis of quantile directional dependence

Wei, Yu; Hu, Rui; Zhang, Jiahao; Wang, Qian - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062588

Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets

Wei, Yu; Wang, Yizhi; Vigne, Samuel A.; Ma, Zhenyu - In: Journal of international financial markets, … 88 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014482920

Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market

Zhu, Pengfei; Lu, Tuantuan; Shang, Yue; Zhang, Zerong; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014580529

Identifying the Determinants of European Carbon Allowances Prices : A Novel Robust Partial Least Squares Method for Open-High-Low-Close Data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang - 2023

This study investigates whether energy prices and macroeconomic indicators are determinants of the European Union Allowance (EUA) prices and how their relationships changed in phase III of the European Union Emission Trading Schema (EU ETS). An innovative application of the partial least squares...

Persistent link: https://www.econbiz.de/10014353157