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Asymmetric relationship between carbon emission trading market and stock market: Evidences from China
16 references·16 citing·34 second hopsampled
Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)Asymmetric relationship between carbon em…Regional development and carbon emissions in China (2019)Regional development and carb…CO2 emissions, natural gas and renewables, economic growth: Assessing the evidence from China (2018)CO2 emissions, natural gas an…Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis (2017)Energy consumption, financial…Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Carbon emissions and stock re…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…A low-carbon road map for China (2013)A low-carbon road map for Chi…Oil shocks and their impact on energy related stocks in China (2012)Oil shocks and their impact o…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry (2008)EU Emission Allowances and th…Electricity consumption and economic growth: Evidence from Turkey (2005)Electricity consumption and e…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets (2024)Asymmetric volatility spillov…How does the Russian-Ukrainian war change connectedness and hedging opportunities? 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(2021)Are there spillovers among Ch…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Macroeconomics and Reality (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries (2008)Multivariate granger causality between electricity consumption, exports and GDP: Evidence from a panel of Middle Eastern countries (2008)Energy consumption and GDP in Tunisia: Cointegration and causality analysis (2009)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Renewable and non-renewable energy consumption-economic growth nexus: New evidence from South Asia (2019)The effect of financial development on ecological footprint in BRI countries: evidence from panel data estimation (2019)Assessing the impact of transition from nonrenewable to renewable energy consumption on economic growth-environmental nexus from developing Asian economies (2021)Residual-based tests for cointegration in models with regime shifts (1996)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2017Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis598 cited
  • 2014Festschrift in Honor of Peter Schmidt579 cited
  • 2005Electricity consumption and economic growth: Evidence from Turkey506 cited
  • 2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme471 cited
  • 2019Regional development and carbon emissions in China444 cited
  • 2018CO2 emissions, natural gas and renewables, economic growth: Assessing the evidence from China392 cited
  • 2013A low-carbon road map for China384 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2012Oil shocks and their impact on energy related stocks in China324 cited
  • 2008EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry279 cited
  • Cited by

    • 2022Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change219 cited
    • 2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis187 cited
    • 2022Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price: Do different types of uncertainty matter?172 cited
    • 2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets153 cited
    • 2021The 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 uncertainty150 cited
    • 2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices127 cited
    • 2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China116 cited
    • 2022Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks108 cited
    • 2021What drive carbon price dynamics in China?107 cited
    • 2022Testing the directional predictability between carbon trading and sectoral stocks in China: New insights using cross-quantilogram and rolling window causality approaches104 cited
    • 2021Are there spillovers among China's pilots for carbon emission allowances trading?101 cited
    • 2022Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold100 cited
    • 2022Economic policy uncertainty and carbon emission trading market: A China's perspective99 cited
    • 2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies95 cited
    • 2022The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods95 cited
    • 2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets94 cited