Extreme event shocks and dynamic volatility interactions : the stock, commodity, and carbon markets in China
Lili Zhao, Wenhua Liu, Min Zhou, Fenghua Wen
| Year of publication: |
2022
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|---|---|
| Authors: | Zhao, Lili ; Liu, Wenhua ; Zhou, Min ; Wen, Fenghua |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-6
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| Subject: | Carbon market | Commodity market | Dynamic interactions | Market volatility | Stock market | Volatilität | Volatility | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | China | Aktienmarkt | Börsenkurs | Share price | Schock | Shock | ARCH-Modell | ARCH model | Rohstoffmarkt | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102645 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459821