A new risk measurement method for China's carbon market
Year of publication: |
2022
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Authors: | Yang, Xianzi ; Chen, Zhang ; Yang, Yu ; Wang, Wenjun ; Wagan, Zulfiqar Ali |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1280-1290
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Subject: | Asymmetric exponential power distribution | carbon market risk measurement | carbon price characteristics | China's carbon emission trading market | value at risk | Treibhausgas-Emissionen | Greenhouse gas emissions | China | Emissionshandel | Emissions trading | Risikomaß | Risk measure | Messung | Measurement | Statistische Verteilung | Statistical distribution |
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