Extreme Price Spillovers Among Crude Oil, Carbon Emission Allowance and Agriculture Futures Markets : New Evidence From Quantile-Frequency Spillover Analysis
Year of publication: |
2022
|
---|---|
Authors: | Wang, Yizhi ; Wei, Yu ; Vigne, Samuel A. ; Ma, Zhenyu |
Publisher: |
[S.l.] : SSRN |
Subject: | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Ölpreis | Oil price | Schätzung | Estimation | Volatilität | Volatility | Börsenkurs | Share price |
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