The Dependence Structure between Carbon Emission Allowances and Financial Markets - A Copula Analysis
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- Gong, Xu & Shi, Rong & Xu, Jun & Lin, Boqiang, 2021. "Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective," Applied Energy, Elsevier, vol. 285(C).
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More about this item
Keywords
CO2 emission trading; commodity markets; copula models; dependence structure;All these keywords.
JEL classification:
- Q28 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Government Policy
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
Statistics
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