Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU
Year of publication: |
August 2024
|
---|---|
Authors: | Pakrooh, Parisa ; Manera, Matteo |
Publisher: |
Milano, Italia : Fondazione Eni Enrico Mattei |
Subject: | Causality direction | Dependency structure | EU-ETS | Time-varying spillover | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (circa 64 Seiten) Illustrationen |
---|---|
Series: | Working paper. - Milan : [Verlag nicht ermittelbar], ZDB-ID 2217241-5. - Vol. 2024, 22 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/301111 [Handle] |
Classification: | O52 - Europe ; Q43 - Energy and the Macroeconomy ; Q54 - Climate; Natural Disasters |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pakrooh, Parisa, (2024)
-
Total, asymmetric and frequency connectedness between oil and forex markets
Baruník, Jozef, (2019)
-
Nouira, Ridha, (2018)
- More ...
-
Pakrooh, Parisa, (2024)
-
Biofuels and food prices: Searching for the causal link
Bastianin, Andrea, (2013)
-
Food versus fuel: Causality and predictability in distribution
Bastianin, Andrea, (2013)
- More ...