Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events
Based on the DY spillover index model, we explore the static and dynamic risk spillover relationships between the Chinese carbon and stock markets from the perspective of the entire market and different industry levels. Furthermore, we examine the impact of diverse types of exogenous events on the r...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/16/1/97 |