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How connected is the carbon market to energy and financial markets? : a systematic analysis of spillovers and dynamics

Tan, Xueping; Sirichand, Kavita; Vivian, Andrew; Wang, Xinyu - In: Energy economics 90 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012517582

Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis

Duan, Kun; Yang, Liu; Yan, Cheng; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014488701

Spillover effects in Chinese carbon, energy and financial markets

Cao, Guangxi; Xie, Fei; Ling, Meijun - In: International finance : the only journal bridging the … 25 (2022) 3, pp. 416-434

Persistent link: https://www.econbiz.de/10013472800

Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe

Yang, Lu - In: Journal of commodity markets 25 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013204465

Risk transmission between old and new energy markets from a multi-scale perspective : the role of the EU emissions trading system

Jiang, Qichuan; Ma, Xuejiao - In: Applied economics 54 (2022) 26, pp. 2949-2968

Persistent link: https://www.econbiz.de/10013171173

Volatility spillover and hedging strategies between the European carbon emissions and energy markets

Liu, Jian; Hu, Yue; Yan, Li-Zhao; Chang, Chun Ping - In: Energy strategy reviews 46 (2023), pp. 1-19

Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration. This research thus uses the DCC-MVGARCH model and spillover index method to investigate volatility linkages between the European carbon...

Persistent link: https://www.econbiz.de/10014538776