Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors
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DOI: 10.1016/j.eneco.2023.107228
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More about this item
Keywords
Carbon market; Risk spillover; Progressive perspective; Social network analysis; ERGM;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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