Does carbon price volatility affect European stock market sectors? A connectedness network analysis

Author:

Aslan AydinORCID,Posch Peter N.

Publisher

Elsevier BV

Subject

Finance

Reference15 articles.

1. Measuring financial asset return and volatility spillovers, with application to global equity markets;Diebold;Econ. J.,2009

2. Better to give than to receive: Predictive directional measurement of volatility spillovers;Diebold;Int. J. Forecast.,2012

3. On the network topology of variance decompositions: measuring the connectedness of financial firms;Diebold;J. Econometrics,2014

4. Trans-atlantic equity volatility connectedness: U.S. and European financial institutions, 2004–2014;Diebold;J. Financ. Econom.,2016

5. Economic bulletin issue 2;ECB;Off. J.,2021

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