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Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market

Zhu, Pengfei; Lu, Tuantuan; Shang, Yue; Zhang, Zerong; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014580529

Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

Chang, Chia-Lin - 2018

The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20...

Persistent link: https://www.econbiz.de/10012918304

Do spillover effects between crude oil and natural gas markets disappear? : evidence from option markets

Zhu, Fangfei; Zhu, Yabei; Jin, Xuejun; Luo, Xingguo - In: Finance research letters 24 (2018), pp. 25-33

Persistent link: https://www.econbiz.de/10011982448

Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile

Peng, Cheng; Zhu, Huiming; Guo, Yawei; Chen, Xiuyun - In: Energy economics 72 (2018), pp. 188-199

Persistent link: https://www.econbiz.de/10011972302

Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018

Persistent link: https://www.econbiz.de/10011863536

The time-varying spillover effect between WTI crude oil futures returns and hedge funds

Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169

Persistent link: https://www.econbiz.de/10012205400

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

Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA

Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017

Recent research shows that efforts to limit climate change should focus on reducing emissions of carbon dioxide over other greenhouse gases or air pollutants. Many countries are paying substantial attention to carbon emissions to improve air quality and public health. The largest source of...

Persistent link: https://www.econbiz.de/10011658757

Brent Crude Oil : Genesis and Development of the World's Most Important Oil Benchmark

Imsirovic, Adi (ed.) - 2023

policies in the UK and US, is also discussed, alongside the challenges of the oil exchange (International Petroleum Exchange …

Persistent link: https://www.econbiz.de/10014250241

Time-varying Granger causality tests for applications in global crude oil markets

Lu, Feng-bin; Hong, Yong-miao; Wang, Shouyang; Lai, Kin … - In: Energy economics 42 (2014), pp. 289-298

Persistent link: https://www.econbiz.de/10010503591