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Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China
16 references·16 citing·40 second hopsampled
Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China (2019)Dynamic linkages and spillover effects be…The dynamic spillover between carbon and energy markets: New evidence (2018)The dynamic spillover between…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks (2016)International crude oil price…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)Can environmental innovation …The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic volatility spillo…Emissions trading in China: Progress and prospects (2014)Emissions trading in China: P…Does the price of oil interact with clean energy prices in the stock market? (2013)Does the price of oil interac…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Crude oil hedging strategies using dynamic multivariate GARCH (2011)Crude oil hedging strategies …Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Oil prices and the stock prices of alternative energy companies (2007)Oil prices and the stock pric…ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)ASYMPTOTIC THEORY FOR A VECTO…Assessing the Contribution of Venture Capital to Innovation (2000)Assessing the Contribution of…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Volatility spillover and hedging strategies between the European carbon emissions and energy markets (2023)Volatility spillover and hedg…The deterrent effect of central environmental protection inspection: evidence from Chinese listed companies (2023)The deterrent effect of centr…Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development (2023)Dynamic spillover between tra…The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak (2022)The time-frequency connectedn…The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods (2022)The time-frequency connectedn…The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China (2022)The dynamic spillover effects…Dynamic relationships among green bonds, CO2 emissions, and oil prices (2022)Dynamic relationships among g…A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China (2022)A systemic analysis of dynami…The impact of Renewable Portfolio Standards on carbon emission trading under the background of China’s electricity marketization reform (2021)The impact of Renewable Portf…LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS (2021)LINKAGES BETWEEN STOCK AND CR…Does carbon asset add value to clean energy market? Evidence from EU (2021)Does carbon asset add value t…Co-movement between oil price, CO2 emission,renewable energy and energy equities: Evidence from GCC countries (2021)Co-movement between oil price…Are there spillovers among China's pilots for carbon emission allowances trading? (2021)Are there spillovers among Ch…Research on the dynamic linkage among the carbon emission trading, energy and capital markets (2020)Research on the dynamic linka…Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect (2020)Interaction among China carbo…Impact of energy sector volatility on clean energy assets (2020)Impact of energy sector volat…Macroeconomics and Reality (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Discretion versus policy rules in practice (1993)Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Multivariate GARCH models: a surveyDynamic Conditional Correlation (2002)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Economic Forces and the Stock Market (1986)Oil prices, exchange rates and emerging stock markets (2011)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Can carbon emission trading scheme achieve energy conservation and emission reduction? Evidence from the industrial sector in China (2019)Consumption-based carbon emissions and International trade in G7 countries: The role of Environmental innovation and Renewable energy (2020)Heterogeneous green innovations and carbon emission performance: Evidence at China's city level (2021)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Law, finance, and economic growth in China (2005)The dynamics of crowdfunding: An exploratory study (2013)Technological Innovation, Resource Allocation, and Growth* (2017)
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References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2000Assessing the Contribution of Venture Capital to Innovation2,098 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2016Can environmental innovation facilitate carbon emissions reduction? Evidence from China865 cited
  • 2007Oil prices and the stock prices of alternative energy companies843 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2013Does the price of oil interact with clean energy prices in the stock market?385 cited
  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India367 cited
  • 2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks361 cited
  • 2011Crude oil hedging strategies using dynamic multivariate GARCH305 cited
  • 2015The dynamic volatility spillover between European carbon trading market and fossil energy market

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280 cited
  • 2014Emissions trading in China: Progress and prospects276 cited
  • 2018The dynamic spillover between carbon and energy markets: New evidence268 cited
  • Cited by

    • 2020Impact of energy sector volatility on clean energy assets119 cited
    • 2022The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China117 cited
    • 2021The impact of Renewable Portfolio Standards on carbon emission trading under the background of China’s electricity marketization reform107 cited
    • 2021Are there spillovers among China's pilots for carbon emission allowances trading?101 cited
    • 2020Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect100 cited
    • 2022The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods95 cited
    • 2023Dynamic spillover between traditional energy markets and emerging green markets: Implications for sustainable development91 cited
    • 2022The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak86 cited
    • 2021Co-movement between oil price, CO2 emission,renewable energy and energy equities: Evidence from GCC countries82 cited
    • 2023Volatility spillover and hedging strategies between the European carbon emissions and energy markets81 cited
    • 2020Research on the dynamic linkage among the carbon emission trading, energy and capital markets80 cited
    • 2022A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China77 cited
    • 2021LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS54 cited
    • 2021Does carbon asset add value to clean energy market? Evidence from EU33 cited
    • 2022Dynamic relationships among green bonds, CO2 emissions, and oil prices33 cited
    • 2023The deterrent effect of central environmental protection inspection: evidence from Chinese listed companies28 cited