Similar Search Results

Volatility transmission in oil futures markets and carbon emissions futures

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 647-659

Persistent link: https://www.econbiz.de/10011455969

Linear and nonlinear Granger causality investigation between carbon market and crude oil market : a multi-scale approach

Yu, Lean; Li, Jingjing; Tang, Ling; Wang, Shuai - In: Energy economics 51 (2015), pp. 300-311

Persistent link: https://www.econbiz.de/10011564853

Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets

Kanamura, Takashi - In: Energy economics 54 (2016), pp. 204-212

Persistent link: https://www.econbiz.de/10011662814

Essays in finance : commodity derivatives, volatility forecasting, and the carbon market

Vicedom, Sebastian - 2016

Persistent link: https://www.econbiz.de/10011613013

Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets

Uddin, Mohammed Gazi Salah; Hernandez, Jose Areola; … - In: Energy economics 71 (2018), pp. 35-46

Persistent link: https://www.econbiz.de/10011942938

Supply-side perspective for carbon pricing

Kanamura, Takashi - In: Quantitative finance and economics 3 (2019) 1, pp. 109-123

Persistent link: https://www.econbiz.de/10012176441

The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns

Zhang, Zhikai; Zhang, Yaojie; Wang, Yudong; Wang, Qunwei - In: The journal of futures markets 44 (2024) 4, pp. 557-584

Persistent link: https://www.econbiz.de/10014536649

Alarming Contagion Effects : The Dangerous Ripple Effect of Extreme Price Spillovers across Crude Oil, Carbon Emission Allowance, and Agriculture Futures Markets

Wei, Yu; Wang, Yizhi; Su, Yang; Vigne, Samuel A.; Ma, Zhenyu - 2023

The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

Persistent link: https://www.econbiz.de/10014354980

Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets

Wei, Yu; Wang, Yizhi; Vigne, Samuel A.; Ma, Zhenyu - In: Journal of international financial markets, … 88 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10014482920

Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications

Mohammad Enamul Hoque; Low, Soo Wah; Syed Mabruk Billah - In: Energy economics 127 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014490834

1
2
3
4
5
6
7
8
9
10
Next
Last