Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects-Reference-Cited by-同舟云学术

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Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects

Published:2024-06 Issue: Volume:93 Page:1397-1416
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Man Yuanyuan,Zhang Sunpei,He Yongda^ORCID

Publisher

Elsevier BV

Reference87 articles.

1. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resources Policy,2021

2. 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;Resources Policy,2021

3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;Journal of Risk and Financial Management,2020

4. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?;Assaf;Resources Policy,2021

5. Diversification effects of China’s carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach;Bai;Energy Economics,2023

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain;Economic Analysis and Policy;2024-09

2. Does climate policy uncertainty drive the extreme spillovers of carbon-energy-shipping markets?;Journal of Environmental Management;2024-08

3. GLOBAL RISK SPILLOVERS TO INTERNATIONAL EQUITY MARKETS: AN APPLICATION TO NON-PARAMETRIC CAUSALITY IN QUANTILES;NUST Business Review;2024-07-19

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