Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Year of publication: |
2023
|
---|---|
Authors: | Li, Zheng-Zheng ; Li, Yameng ; Huang, Chia-Yun ; Dumitrescu Peculea, Adelina |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 119.2023, p. 1-12
|
Subject: | Carbon emission trading pilot | Quantile VAR | Risk contagion | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | ARCH-Modell | ARCH model | China | VAR-Modell | VAR model | Welt | World |
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