The impact of national carbon market establishment on risk transmission among carbon and energy markets in China: A systemic importance analysis
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DOI: 10.1016/j.frl.2023.104219
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More about this item
Keywords
Carbon market; Energy markets; Risk spillovers; Complex network; Node centrality;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
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