Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots
Tao Liu, Xinyue Guan, Yigang Wei, Shan Xue, Liang Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Tao ; Guan, Xinyue ; Wei, Yigang ; Xue, Shan ; Xu, Liang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 121.2023, p. 1-17
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| Subject: | China's ETS | Economic policy uncertainty | GARCH-MIDAS | Volatility forecasting | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | China | Emissionshandel | Emissions trading | Wirkungsanalyse | Impact assessment | Risiko | Risk | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014438458