The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China-Reference-Cited by-同舟云学术

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The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China

Published:2023-05 Issue: Volume:53 Page:103400
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Yan Wan-Lin^ORCID,Cheung Adrian (Wai Kong)^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference40 articles.

1. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

2. International monetary policy spillovers: evidence from a time-varying parameter vector autoregression;Antonakakis;Int. Rev. Financ. Anal.,2019

3. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

4. Investment risks under uncertain climate change policy;Blyth;Energy Policy,2007

5. The dynamic linkage effect between energy and emissions allowances price for regional emissions trading scheme pilots in China;Chang;Renew. Sustain. Energy Rev.,2018

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