Connectedness between carbon and sectoral commodity markets: Evidence from China-Reference-Cited by-同舟云学术

Connectedness between carbon and sectoral commodity markets: Evidence from China

Published:2023-10 Issue: Volume:66 Page:102073
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Wu Ruirui,Qin Zhongfeng,Liu Bing-Yue

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference73 articles.

1. The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty;Adekoya;Resour. Policy,2021

2. Are carbon futures prices stable? new evidence during negative oil;Ahonen;Financ. Res. Lett.,2022

3. Quantile connectedness: modeling tail Behavior in the topology of financial networks;Ando;Manag. Sci.,2022

4. Measuring the frequency dynamics of financial and connectedness and systemic risk;Barunik;J. Financ. Econ.,2018

5. Commodity tail-risk and exchange rates;Bondatti;Financ. Res. Lett.,2022

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