Showing 1 - 10 of 10,749
Persistent link: https://www.econbiz.de/10011333112
This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...
Persistent link: https://www.econbiz.de/10009786017
Persistent link: https://www.econbiz.de/10014534941
other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and … transferred from the international gas (GAS) and crude oil (OIL) markets to the Chinese carbon market (GDC). The total volatility …, the Covid-19 outbreak, the COP 26 and the Russo-Ukrainian war have different effects on the volatility spillovers among …
Persistent link: https://www.econbiz.de/10014352774
Persistent link: https://www.econbiz.de/10015073965
transmitter and receiver, respectively, and the volatility spillovers of GDC with the new energy and the EU carbon markets are … relatively small. The total volatility spillover among markets and the net spillover of GDC with other markets both have obvious … and the COP 26 have the different effects on the volatility spillovers among markets. Some economic and policy …
Persistent link: https://www.econbiz.de/10013291699
assess the poverty impacts of climate volatility for seven socio-economic groups in 16 developing countries. We find that … extremes under present climate volatility increase poverty across our developing country sample-particularly in Bangladesh …
Persistent link: https://www.econbiz.de/10012562136
In this paper, we analyze the connection between climate change and stock return volatility. We use temperature … return volatility is episodic and varies with different degrees of intensity of high-temperature anomalies and technology …
Persistent link: https://www.econbiz.de/10014357001
Persistent link: https://www.econbiz.de/10013283989
Persistent link: https://www.econbiz.de/10011735103