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Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence

Chen, Zhang; Yang, Yu; Yun, Po - In: Finance research letters 32 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430683

Multidimensional risk spillovers among carbon, energy and nonferrous metals markets : evidence from the quantile VAR network

Zhou, Yuqin; Wu, Shan; Zhang, Zeyi - In: Energy economics 114 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013477595

Exploring the risk spillover effects between carbon market and electricity market : a bidimensional empirical mode decomposition based conditional value at risk approach

Zhu, Bangzhu; Huang, Liqing; Yuan, Lili; Ye, Shunxin; … - In: International review of economics & finance : IREF 67 (2020), pp. 163-175

Persistent link: https://www.econbiz.de/10012485847

Predicting carbon market risk using information from macroeconomic fundamentals

Jiao, Lei; Liao, Yin; Zhou, Qing - In: Energy economics 73 (2018), pp. 212-227

Persistent link: https://www.econbiz.de/10011972585

The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis

Gronwald, Marc - 2013

This paper applies different copulas in order to investigate the complex dependence structure between EU emission allowance (EUA) futures returns and those of other commodities, equity and energy indices. The analysis yields important insights into the relationship between carbon, commodities...

Persistent link: https://www.econbiz.de/10013093522

Extreme risk spillovers across energy and carbon markets : evidence from the quantile extended joint connectedness approach

Cao, Guangxi; Xie, Fei - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2155-2175

Persistent link: https://www.econbiz.de/10014533402

Quantile connectedness between energy, metal, and carbon markets

Chen, Jinyu; Liang, Zhipeng; Ding, Qian; Liu, Zhenhua - In: International review of financial analysis 83 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013455145

Is there a nexus between NFT, DeFi and carbon allowances during extreme events?

Ghosh, Bikramaditya; Gubareva, Mariya; Zulfiqar, Noshaba; … - In: China finance review international 14 (2024) 3, pp. 456-479

Persistent link: https://www.econbiz.de/10015323232

Credit and market risks measurement in carbon financing for Chinese banks

Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557

Persistent link: https://www.econbiz.de/10011976726

Do green financial markets offset the risk of cryptocurrencies and carbon markets?

Siddique, Md Abubakar; Nobanee, Haitham; Karim, Sitara; … - In: International review of economics & finance : IREF 86 (2023), pp. 822-833

Persistent link: https://www.econbiz.de/10014434775