Correlation and spillover effects between the carbon market and China's stock market : evidence from wavelet and quantile coherency network analysis
Year of publication: |
2024
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Authors: | Xia, Xiaohua |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 1, p. 1175-1196
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Subject: | Carbon market | Quantile coherency network | Wavelet coherence | Treibhausgas-Emissionen | Greenhouse gas emissions | Aktienmarkt | Stock market | Emissionshandel | Emissions trading | China | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Korrelation | Correlation | Welt | World |
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