Information spillover and market connectedness : multi-scale quantile-on-quantile analysis of the crude oil and carbon markets
Year of publication: |
2022
|
---|---|
Authors: | Ren, Xiaohang ; Dou, Yue ; Dong, Kangyin ; Li, Yiying |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 38, p. 4465-4485
|
Subject: | Carbon pricing mechanism | crude oil | quantile Granger causality test | quantile-on-quantile | wavelet analysis | Treibhausgas-Emissionen | Greenhouse gas emissions | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Emissionshandel | Emissions trading | Ölmarkt | Oil market | Spillover-Effekt | Spillover effect | Erdöl | Petroleum |
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