Research on jumps and volatility in China's carbon market
Xiangjun Chen, Bo Yan
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Xiangjun ; Yan, Bo |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 57.2024, 1, Art.-No. 9, p. 1-43
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| Subject: | Carbon market | Influencing factor | Jumping behavior | Volatility clustering | Volatilität | Volatility | China | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-024-09592-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491073