Spillover effects in Chinese carbon, energy and financial markets
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DOI: 10.1111/infi.12417
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Citations
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Cited by:
- Ren, Xiaohang & Li, Yiying & Sun, Xianming & Bu, Ruijun & Jawadi, Fredj, 2023.
"Modeling extreme risk spillovers between crude oil and Chinese energy futures markets,"
Energy Economics, Elsevier, vol. 126(C).
- Xiaohang Ren & Yiying Li & Xianming Sun & Ruijun Bu & Fredj Jawadi, 2023. "Modeling extreme risk spillovers between crude oil and Chinese energy futures markets," Post-Print hal-04478730, HAL.
- Man, Yuanyuan & Zhang, Sunpei & He, Yongda, 2024. "Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1397-1416.
- Yanping Liu & Bo Yan, 2024. "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 563-591, September.
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