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Risk-return relationship and structural breaks: Evidence from China carbon market
16 references·2 citing·40 second hop
Risk-return relationship and structural breaks: Evidence from China carbon market (2021)Risk-return relationship and structural b…The hedging effect of green bonds on carbon market risk (2020)The hedging effect of green b…Asymmetric relationship between carbon emission trading market and stock market: Evidences from China (2020)Asymmetric relationship betwe…Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors (2019)Forecasting carbon prices in …China's carbon emissions trading and stock returns (2019)China's carbon emissions trad…Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2015)Global financial crisis and s…Energy prices and CO2 emission allowance prices: A quantile regression approach (2014)Energy prices and CO2 emissio…Modeling the price dynamics of CO2 emission allowances (2008)Modeling the price dynamics o…EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry (2008)EU Emission Allowances and th…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…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…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation? (2023)Does powerful executive holdi…Internal whistleblowing and stock price crash risk (2022)Internal whistleblowing and s…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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Insights from China's emission trading scheme pilots (2022)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (2009)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Can environmental innovation facilitate carbon emissions reduction? Evidence from China (2016)Testing for unit roots in heterogeneous panels (2003)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)Structural breaks in time series (2012)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 2008Modeling the price dynamics of CO2 emission allowances695 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
  • 2008EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry279 cited
  • 2019China's carbon emissions trading and stock returns266 cited
  • 2020The hedging effect of green bonds on carbon market risk236 cited
  • 2020Asymmetric relationship between carbon emission trading market and stock market: Evidences from China228 cited
  • 2015Global financial crisis and spillover effects among the U.S. and BRICS stock markets225 cited

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  • 2014Energy prices and CO2 emission allowance prices: A quantile regression approach212 cited
  • 2019Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors208 cited
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    • 2023Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation?17 cited
    • 2022Internal whistleblowing and stock price crash risk11 cited