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Exploring the risk spillover effects between carbon market and electricity market : a bidimensional empirical mode decomposition based conditional value at risk approach

Zhu, Bangzhu; Huang, Liqing; Yuan, Lili; Ye, Shunxin; … - In: International review of economics & finance : IREF 67 (2020), pp. 163-175

Persistent link: https://www.econbiz.de/10012485847

Multidimensional risk spillovers among carbon, energy and nonferrous metals markets : evidence from the quantile VAR network

Zhou, Yuqin; Wu, Shan; Zhang, Zeyi - In: Energy economics 114 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013477595

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

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Wang, Yong; Liu, Shimiao; Abedin, Mohammad Zoynul; … - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494792

Green or grey stocks? : dynamic effects of carbon markets based on Chinese practices

Xu, Yingying; Li, Xiang - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2521-2547

Persistent link: https://www.econbiz.de/10014388960

How does carbon market interact with energy and sectoral stocks? : evidence from risk spillover and wavelet coherence

Zhao, Lu-Tao; Liu, Hai-Yi; Chen, Xue-Hui - In: Journal of commodity markets : JCM 33 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014526882

Risk spillover between carbon markets and stock markets from a progressive perspective : measurements, spillover networks, and driving factors

Dong, Qingli; Zhao, Yanzhi; Ma, Xiaojun; Zhou, Yanan - In: Energy economics 129 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014558852

How are artificial intelligence, carbon market, and energy sector connected? : a systematic analysis of time-frequency spillovers

Xu, Yingying; Shao, Xuefeng; Tănăsescu, Cristina - In: Energy economics 132 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015047401

Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty

Liu, Yanping; Yan, Bo - In: Journal of economics and finance : JEF 48 (2024) 3, pp. 563-591

Persistent link: https://www.econbiz.de/10015098392

An empirical assessment of the financial development : environmental quality nexus in the European Union

Horobet, Alexandra; Mnohoghitnei, Irina; Dumitrescu, … - In: Amfiteatru economic : an economic and business research … 24 (2022) 61, pp. 613-629

Our study examines the dynamic relationship between financial development and environmental degradation in the European Union (EU) in a panel VAR (Vector Autoregressive) methodological framework over the period 1996-2018. Panel causality tests and impulse response functions show that financial...

Persistent link: https://www.econbiz.de/10013407108