A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Hsiang-Hsi Liu; Yi-Chun Chen
| Year of publication: |
2013
|
|---|---|
| Authors: | Liu, Hsiang-hsi ; Chen, Yi-chun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 840-855
|
| Subject: | Long memory | FIEC-HYGARCH | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Energiemarkt | Energy market | Treibhausgas-Emissionen | Greenhouse gas emissions | Wetter | Weather | Emissionshandel | Emissions trading | Finanzmarkt | Financial market | Klimawandel | Climate change |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Vol. 37.2014 (Feb.), S. 531 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010338308