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Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks
Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - In: International review of economics & finance : IREF 92 (2024), pp. 626-645
Persistent link: https://www.econbiz.de/10014534941
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Dynamic Risk Spillover between the Chinese Carbon and International Energy Markets from Extreme Weather Shocks
Chen, Zhang-HangJian; Yang, Ming-Yuan; Li, Sai-Ping - 2022
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
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Volatility spillover across Chinese carbon markets : evidence from quantile connectedness method
Li, Zheng-Zheng; Li, Yameng; Huang, Chia-Yun; … - In: Energy economics 119 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014280144
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A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather
Liu, Hsiang-hsi; Chen, Yi-chun - In: Economic modelling 35 (2013), pp. 840-855
Persistent link: https://www.econbiz.de/10010338308
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Measuring the time-frequency spillover effect among carbon markets and shipping energy markets : a global perspective
Meng, Bin; Wei, Bangguo; Yang, Mo; Kuang, Haibo - In: Energy economics 128 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10015066550
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Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna; Ramírez, Octavio A. - In: Energy economics 46 (2014), pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
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The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai; Zhang, Yaojie; Wang, Yudong; Wang, Qunwei - In: The journal of futures markets 44 (2024) 4, pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
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Tail dependence and risk spillover effects between China's carbon market and energy markets
Liu, Jianing; Man, Yuanyuan; Dong, Xiuliang - In: International review of economics & finance : IREF 84 (2023), pp. 553-567
Persistent link: https://www.econbiz.de/10014364120
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Risk spillover from energy market uncertainties to the Chinese carbon market
Xu, Yingying - In: Pacific-Basin finance journal 67 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013258111
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Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events
Wu, Xinyu; Jiang, Zhengting - In: Energy economics 126 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014483676