Correlations and Volatility Spillovers between the Carbon Trading Price and Bunker Index for the Maritime Industry
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More about this item
KeywordsCarbon trading price; Bunker fuel index; Constant Condition Correlation Model; Dynamic Condition Correlation Model;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
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