Tail dependence and risk spillover effects between China's carbon market and energy markets
Year of publication: |
2023
|
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Authors: | Liu, Jianing ; Man, Yuanyuan ; Dong, Xiuliang |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 553-567
|
Subject: | China | Carbon market | Energy markets | Risk spillover effects | Tail dependence | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Klimawandel | Climate change |
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