Identifying price bubbles in global carbon markets : evidence from the SADF test, GSADF test and LPPLS method
Wenyang Huang, Yizhi Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Huang, Wenyang ; Wang, Yizhi |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107626, p. 1-17
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| Subject: | Carbon market instability | Emissions trading schemes (ETS) | Monetary policy implications | Price bubble detection | SADF/GSADF/LPPLS | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Spekulationsblase | Bubbles | EU-Staaten | EU countries | Börsenkurs | Share price | Geldpolitik | Monetary policy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047153