Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model-Reference-Cited by-同舟云学术

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Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model

Published:2011-01 Issue:1-2 Volume:28 Page:557-567
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Chevallier Julien

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference43 articles.

1. Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors;Alessi,2009

2. Can aggregation explain the persistence of inflation;Altissimo;Journal of Monetary Economics,2009

3. Testing conditional factor models;Ang,2010

4. Using stocks or portfolios in tests of factor models;Ang,2008

5. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

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1. Dynamic risk spillover and hedging efficacy of China’s carbon-energy-finance markets: Economic policy uncertainty and investor sentiment non-linear causal effects;International Review of Economics & Finance;2024-06

2. Return spillover across the carbon market and financial markets: A quantile-based approach;Research in International Business and Finance;2024-04

3. Leveraging machine learning to forecast carbon returns: Factors from energy markets;Applied Energy;2024-03

4. Spillover in higher‐order moments across carbon and energy markets: A portfolio view;European Financial Management;2024-02-08

5. Portfolio allocation and optimization with carbon offsets: Is it worth the while?;Journal of Climate Finance;2023-12

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