Dynamic time-frequency connectedness between European emissions trading system and sustainability markets
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DOI: 10.1016/j.eneco.2023.106726
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More about this item
Keywords
Time-frequency spillovers; Connectedness network; ETS; European sustainability index;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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