Liu, Hsiang-Hsi; Chen, Yi-Chun - In: Economic Modelling 35 (2013) C, pp. 840-855
, volatility spillovers, and long memory effects for carbon, oil, natural gas and coal markets by using FIEC-HYGARCH model. It also … discusses the mediating effect of extreme weather. The empirical results verify that the FIEC-HYGARCH model can capture the long …