Liu, Xiaoqin; Wojewodzki, Michal; Cai, Yifei; Sharma, Satish - 2023
gas, and carbon emissions allowances in the EU carbon emissions trading system (CETS) and climate policy uncertainty (CPU …) and global economic policy uncertainty (EPU). Additionally, we employ bootstrap rolling-window Granger causality tests to … investigate the relationship between carbon price in China's national CETS and the US-specific EPU (USEPU). The results show that …