Carbon market volatility analysis based on structural breaks: Evidence from EU-ETS and China
In recent years, carbon market transactions have become more active. The number of countries participating in carbon market regulation is increasing, and the carbon market’s overall turnover continues to grow. It is important to study the features of carbon allowance price volatility for the stable...
Main Authors: | Haixu Yu, He Wang, Chuanyu Liang, Zhaohua Liu, Susheng Wang |
---|---|
Format: | Article |
Language: | English |
Published: |
Frontiers Media S.A.
2022-09-01
|
Series: | Frontiers in Environmental Science |
Subjects: | |
Online Access: | https://www.frontiersin.org/articles/10.3389/fenvs.2022.973855/full |
Similar Items
-
Volatility conditions and the weekend effect of long-short anomalies: Evidence from the US stock market
by: Wenhui Li, et al.
Published: (2023-06-01) -
Applications of Long-Memory and Structure Breaks for Carbon Indexes
by: Do Thi Van Trang, et al.
Published: (2023-05-01) -
Recent Examination of Energy Markets Volatility
by: Jude Octavian, et al.
Published: (2023-04-01) -
Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria
by: Emenike Kalu O.
Published: (2014-05-01) -
The impact of GST implementation on the Malaysian stock market index volatility: An empirical approach
by: Razali Haron, et al.
Published: (2019-06-01)