Liu, Hsiang-Hsi; Chen, Yi-Chun - In: Economic Modelling 35 (2013) C, pp. 840-855
Due to the connections of energy uses, carbon emissions and climate, this study investigates the interactions, 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...