Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China
Year of publication: |
2024
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Authors: | Huang, Xinya ; Wang, Yufeng ; Li, Houjian |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 73.2024, Art.-No. 102166, p. 1-20
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Subject: | Carbon price | Economic policy uncertainty | Exchange rate | Nonlinear risk spillover | Quantile-to-quantile regression | TVP-VAR | Wechselkurs | China | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Schätzung | Estimation | Treibhausgas-Emissionen | Greenhouse gas emissions | ARCH-Modell | ARCH model | Risiko | Risk | Nichtlineare Regression | Nonlinear regression |
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