The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach
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DOI: 10.1007/s12076-023-00352-w
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More about this item
Keywords
Climate uncertainty; Quantile connectedness; W-Q-TVP-VAR;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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