Spillover relationship between different oil shocks and high- and low-carbon assets : an analysis based on time-frequency spillover effects
Yanqiong Liu, Jinjin Lu, Fengyuan Shi
| Year of publication: |
2023
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| Authors: | Liu, Yanqiong ; Lu, Jinjin ; Shi, Fengyuan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-11
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| Subject: | High and low carbon assets | Oil shocks | Time-frequency spillovers | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Treibhausgas-Emissionen | Greenhouse gas emissions | Schock | Shock | Schätzung | Estimation | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104516 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631600