The spillover effect between carbon market and stock markets: evidence from China
Author:
Funder
the science and technology project of State Grid Fujian Electric Power Co., LTD of China
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10668-024-04986-8.pdf
Reference22 articles.
1. Chen, H., Liu, Z., Zhang, Y., & Wu, Y. (2020). The linkages of carbon spot-futures: evidence from EU-ETS in the third phase. Sustainability, 12(6), 2517. https://doi.org/10.3390/su12062517
2. Creti, A., Jouvet, P.-A., & Mignon, V. (2012). Carbon price drivers: Phase I versus phase II equilibrium? Energy Economics, 34(1), 327–334. https://doi.org/10.1016/j.eneco.2011.11.001
3. Diebold, F. X., & Yilmaz, K. (2008). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158–171. https://doi.org/10.1111/j.1468-0297.2008.02208.x
4. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66. https://doi.org/10.1016/j.ijforecast.2011.02.006
5. Fan, J. H., & Todorova, N. (2017). Dynamics of China’s carbon prices in the pilot trading phase. Applied Energy, 208, 1452–1467. https://doi.org/10.1016/j.apenergy.2017.09.007
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