Risk transmission between old and new energy markets from a multi-scale perspective : the role of the EU emissions trading system
Year of publication: |
2022
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Authors: | Jiang, Qichuan ; Ma, Xuejiao |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 26, p. 2949-2968
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Subject: | carbon market | dynamic correlation | energy market | Risk transmission | volatility spillover effects | Emissionshandel | Emissions trading | Volatilität | Volatility | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | EU-Staaten | EU countries | Risikomanagement | Risk management |
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