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Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China
16 references·0 citing·48 second hopsampled
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China (2022)Impact of COVID-19 on returns-volatility …The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices (2017)The response of the Beijing c…Dynamics of China’s carbon prices in the pilot trading phase (2017)Dynamics of China’s carbon pr…How to improve the market efficiency of carbon trading: A perspective of China (2016)How to improve the market eff…The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic volatility spillo…China׳s carbon-emissions trading: Overview, challenges and future (2015)China׳s carbon-emissions trad…Carbon emissions trading in China: the evolution from pilots to a nationwide scheme (2015)Carbon emissions trading in C…The decomposition of energy-related carbon emission and its decoupling with economic growth in China (2014)The decomposition of energy-r…Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method (2014)Regional allocation of carbon…Total-factor carbon emission performance of fossil fuel power plants in China: A metafrontier non-radial Malmquist index analysis (2013)Total-factor carbon emission …A multivariate causality test of carbon dioxide emissions, energy consumption and economic growth in China (2010)A multivariate causality test…GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (2008)GENERALIZED AUTOREGRESSIVE CO…AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (2005)AUTOMATED INFERENCE AND LEARN…ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)ASYMPTOTIC THEORY FOR A VECTO…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Conditional Heteroscedastic Time Series Models (1987)Conditional Heteroscedastic T…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The dynamic spillover between carbon and energy markets: New evidence (2018)The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Productivity and Undesirable Outputs: A Directional Distance Function Approach (1997)Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries (2016)Energy security and renewable energy efficiency in EU (2018)Towards carbon neutrality by implementing carbon emissions trading scheme: Policy evaluation in China (2021)Influence of digital finance and green technology innovation on China's carbon emission efficiency: Empirical analysis based on spatial metrology (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Carbon dioxide emissions, energy consumption, economic growth, and foreign direct investment: Causality analysis for Sub-Saharan Africa (2014)Factors that influence carbon emissions due to energy consumption in China: Decomposition analysis using LMDI (2014)Heterogeneous effects of energy efficiency and renewable energy on carbon emissions: Evidence from developing countries (2019)China statistical yearbook (1988)Towards a theory of decoupling: degrees of decoupling in the EU and the case of road traffic in Finland between 1970 and 2001 (2005)Future CO 2 Emissions and Climate Change from Existing Energy Infrastructure (2010)The influence of economic growth, urbanization, trade openness, financial development, and renewable energy on pollution in Europe (2015)Consumption-based carbon emissions and International trade in G7 countries: The role of Environmental innovation and Renewable energy (2020)The effects of trade openness on decoupling carbon emissions from economic growth – Evidence from 182 countries (2020)Time Series Analysis: Forecasting and Control (1977)On a Mixture Autoregressive Conditional Heteroscedastic Model (2001)Recent Theoretical Results for Time Series Models with GARCH Errors (2002)DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS (2011)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (2009)Precious metals–exchange rate volatility transmissions and hedging strategies (2010)Crude oil hedging strategies using dynamic multivariate GARCH (2011)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)The Problem of Social Cost (1960)The Economics of Climate Change (2007)The Economics of Climate Change (2010)Carbon finance and carbon market in China: Progress and challenges (2019)Quantity or quality? The impacts of environmental regulation on firms’ innovation–Quasi-natural experiment based on China's carbon emissions trading pilot (2020)The effect of emission trading policy on carbon emission reduction: Evidence from an integrated study of pilot regions in China (2020)
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
  • 2014The decomposition of energy-related carbon emission and its decoupling with economic growth in China746 cited
  • 2010A multivariate causality test of carbon dioxide emissions, energy consumption and economic growth in China547 cited
  • 2015China׳s carbon-emissions trading: Overview, challenges and future538 cited
  • 2013Total-factor carbon emission performance of fossil fuel power plants in China: A metafrontier non-radial Malmquist index analysis404 cited
  • 2005AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY343 cited
  • 2015The dynamic volatility spillover between European carbon trading market and fossil energy market280 cited
  • 1987Conditional Heteroscedastic Time Series Models264 cited
  • 2016How to improve the market efficiency of carbon trading: A perspective of China249 cited
  • 2014Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method209 cited
  • 2015Carbon emissions trading in China: the evolution from pilots to a nationwide scheme207 cited
  • 2017Dynamics of China’s carbon prices in the pilot trading phase186 cited

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  • 2008GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION175 cited
  • 2017The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices153 cited
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