The interrelationship between the carbon market and the green bonds market : evidence from wavelet quantile-on-quantile method
Year of publication: |
2022
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Authors: | Ren, Xiaohang ; Li, Yiying ; Yan, Cheng ; Wen, Fenghua ; Lu, Zu-di |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 179.2022, p. 1-17
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Subject: | Carbon futures | Green bond | Quantile granger causality test | Quantile-on-quantile regression | Wavelet analysis | Treibhausgas-Emissionen | Greenhouse gas emissions | Kausalanalyse | Causality analysis | Zustandsraummodell | State space model | Emissionshandel | Emissions trading | Anleihe | Bond | Rentenmarkt | Bond market | Welt | World |
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