Climate risks and the realized higher-order moments of financial markets : evidence from China
Year of publication: |
2024
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Authors: | Wang, Yihan ; Goutte, Stéphane ; Bouri, Elie ; Sokhanvar, Amin |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 1064-1087
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Subject: | Carbon emission allowances | Chinese climate risks | Green energy | Oil and gas energy | Realized higher-order moments | Time-varying granger causality | China | Klimawandel | Climate change | Treibhausgas-Emissionen | Greenhouse gas emissions | Kausalanalyse | Causality analysis | Risiko | Risk | Emissionshandel | Emissions trading |
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