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-Reference-Cited by-同舟云学术

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

Published:2021-12 Issue: Volume:74 Page:102252
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Adekoya Oluwasegun B.^ORCID,Oliyide Johnson A.^ORCID,Noman Ambreen^ORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference65 articles.

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2. Predicting carbon allowance with energy prices: a new approach;Adekoya;Journal of Cleaner Production,2020

3. The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets;Adekoya;Resour. Pol.,2020

4. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resources Policy,2020

5. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risk: nonlinear evidence through threshold regression and Markov regime switching models;Adekoya;Resour. Pol.,2020

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