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Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets
16 references·1 citing·48 second hop
Examining the linkage between economic policy uncertainty, coal price, and carbon pricing in China: Evidence from pilot carbon markets (2024)Examining the linkage between economic po…Influence mechanism between green finance and green innovation: Exploring regional policy intervention effects in China (2022)Influence mechanism between g…Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Economic policy uncertainty (…Measuring economic policy uncertainty in China (2019)Measuring economic policy unc…The dynamic spillover between carbon and energy markets: New evidence (2018)The dynamic spillover between…Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets (2018)Information linkage, dynamic …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic volatility spillo…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Economic policy uncertainty, financial markets and probability of US recessions (2014)Economic policy uncertainty, …Political uncertainty and risk premia (2013)Political uncertainty and ris…Dynamic co-movements of stock market returns, implied volatility and policy uncertainty (2013)Dynamic co-movements of stock…Price drivers and structural breaks in European carbon prices 2005–2007 (2008)Price drivers and structural …EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry (2008)EU Emission Allowances and th…CO2 Prices, Energy and Weather (2007)CO2 Prices, Energy and WeatherTheoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)Theoretical and Empirical pro…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus (2024)Impact of Climate Policy Unce…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)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)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)Dynamic Conditional Correlation (2002)The Impact of Uncertainty Shocks (2009)Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Economic policy uncertainty and stock market volatility (2015)Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)The Econometrics of Financial Markets (1997)Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)The Econometrics of Financial Markets (2012)A Model of Text for Experimentation in the Social Sciences (2016)Green credit policy and firm performance: What we learn from China (2021)A news-based climate policy uncertainty index for China (2023)Irreversibility, Uncertainty, and Cyclical Investment (1980)Effects of government subsidies on green technology investment and green marketing coordination of supply chain under the cap-and-trade mechanism (2021)Shooting two hawks with one arrow: Could China's emission trading scheme promote green development efficiency and regional carbon equality? (2021)The role of economic policy uncertainty in the energy-environment nexus for China: Evidence from the novel dynamic simulations method (2021)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Initial conditions and moment restrictions in dynamic panel data models (1998)Redefining innovation — eco-innovation research and the contribution from ecological economics (2000)Green innovation and environmental performance: The role of green transformational leadership and green human resource management (2019)Asymmetric influence of digital finance, and renewable energy technology innovation on green growth in China (2022)Digital finance and green growth in China: Appraising inclusive digital finance using web crawler technology and big data (2022)Adoption of green finance and green innovation for achieving circularity: An exploratory review and future directions (2023)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
  • 2022Influence mechanism between green finance and green innovation: Exploring regional policy intervention effects in China820 cited
  • 2008Price drivers and structural breaks in European carbon prices 2005–2007725 cited
  • 2019Measuring economic policy uncertainty in China717 cited
  • 2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty553 cited
  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index473 cited
  • 2007CO2 Prices, Energy and Weather471 cited
  • 2018Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets385 cited
  • 2015The dynamic volatility spillover between European carbon trading market and fossil energy market280 cited
  • 2008EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry279 cited

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  • 2018The dynamic spillover between carbon and energy markets: New evidence268 cited
  • 2014Economic policy uncertainty, financial markets and probability of US recessions247 cited
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    • 2024Impact of Climate Policy Uncertainty (CPU) and global Energy Uncertainty (EU) news on U.S. sectors: The moderating role of CPU on the EU and U.S. sectoral stock nexus58 cited