Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU
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More about this item
Keywords
Causality direction; Dependency structure; EU-ETS; Time-varying spillover;All these keywords.
JEL classification:
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2024-09-30 (European Economics)
- NEP-ENE-2024-09-30 (Energy Economics)
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