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Research on risk mechanism of China’s carbon financial market development from the perspective of ecological civilization
16 references·0 citing·33 second hop
Research on risk mechanism of China’s carbon financial market development from the perspective of ecological civilization (2020)Research on risk mechanism of China’s car…The Impact of Core Technological Capabilities of High-Tech Industry on Sustainable Competitive Advantage (2020)The Impact of Core Technologi…Analyzing the trend of O2O commerce by bilingual text mining on social media (2018)Analyzing the trend of O2O co…Liquidity and resolution of uncertainty in the European carbon futures market (2014)Liquidity and resolution of u…Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (2012)Nonlinearities in carbon spot…State and Trends of the Carbon Market 2011 (2011)State and Trends of the Carbo…A model of carbon price interactions with macroeconomic and energy dynamics (2011)A model of carbon price inter…Carbon futures and macroeconomic risk factors: A view from the EU ETS (2009)Carbon futures and macroecono…Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …State and Trends of the Carbon Market 2005 (2005)State and Trends of the Carbo…Value at Risk (2001)Value at RiskValue-at-Risk: a multivariate switching regime approach (2000)Value-at-Risk: a multivariate…Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Techniques for Verifying the …Corporate Risk Management (1995)Corporate Risk ManagementThreshold heteroskedastic models (1994)Threshold heteroskedastic mod…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Allowance price drivers in the first phase of the EU ETS (2009)Pricing Carbon: The European Union Emissions Trading Scheme (2010)Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Common risk factors in the returns on stocks and bonds (1993)Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Forecasting carbon futures volatility using GARCH models with energy volatilities (2013)How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Determinants of Credit Spread Changes (2001)Analysis of Financial Time Series (2006)China's carbon emissions trading and stock returns (2019)A hybrid model for carbon price forecastingusing GARCH and long short-term memory network (2021)Multivariate GARCH models: a surveyAsymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Multivariate GARCH models: a survey (2006)Evaluating Interval Forecasts (1998)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR (2012)Estimating the financial risks ofAndropogon gayanusto greenhouse gas abatement projects in northern Australia (2013)China׳s carbon-emissions trading: Overview, challenges and future (2015)Subprime catalyst: Financial regulatory reform and the strengthening of US carbon market governance (2012)Governing Climate Change (2018)Risk Assessment for Banking Systems (2006)Introductory Econometrics for Finance (2008)ESG Shareholder Engagement and Downside Risk (2016)
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References

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  • 2020The Impact of Core Technological Capabilities of High-Tech Industry on Sustainable Competitive Advantage113 cited
  • 1995Corporate Risk Management102 cited
  • 2012Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS102 cited

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  • 2014Liquidity and resolution of uncertainty in the European carbon futures market32 cited
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