Liu, Jian; Hu, Yue; Yan, Li-Zhao; Chang, Chun Ping - In: Energy strategy reviews 46 (2023), pp. 1-19
investigate volatility linkages between the European carbon emissions and energy markets. The results make it clear that there are … indeed volatility correlations and bidirectional spillover effects for the above two markets. In particular, the volatility … strongest volatility correlation between coal and carbon markets, the volatility spillover effect from the renewable energy …