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The impact of carbon markets on the financial performance of power producers : evidence based on China
Zhang, Xinhua; Zhang, Qianqian; Dai, Zhifeng; Zhang, … - In: Energy economics 127 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014487470
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Dai, Zhifeng; Zhang, Xiaotong; Yin, Zhujia - In: Energy economics 118 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014247843
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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni; Caporin, Massimiliano; Iacopini, … - In: Energy economics 132 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
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Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil : Evidence from a Quantile-Based Analysis
Dai, Zhifeng; Zhang, Xiaotong; Yin, Zhujia - 2022
This paper combines quantile regression withtime-varying vector autoregressive model to study extreme spillover effects among high carbon emission stocks, green bond and WTI crude oil from April 21, 2010 to March 25, 2022.The results display a static total spillover index of approximately 49% at...
Persistent link: https://www.econbiz.de/10014079806