Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Year of publication: |
2023
|
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Authors: | Wei, Yu ; Wang, Yizhi ; Vigne, Samuel A. ; Ma, Zhenyu |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 88.2023, p. 1-33
|
Subject: | Agriculture commodities | Carbon emission allowance | Crude oil | Normal and extreme connectedness | Spillover analysis | Treibhausgas-Emissionen | Greenhouse gas emissions | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Emissionshandel | Emissions trading | Ölpreis | Oil price | Welt | World | Volatilität | Volatility | Erdöl | Petroleum | Schätzung | Estimation |
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