Dynamic tail dependence on China's carbon market and EU carbon market
This study explores the dynamic relationship between the European carbon emission price (EUA) and the Shenzhen carbon emission price (SZA) in the time and frequency domain. Since they represent major carbon emission rights prices in the markets, they show a close correlation and tail correlation bet...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2021-12-01
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| Series: | Data Science in Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2021021?viewType=HTML |