IDEAS home Printed from https://ideas.repec.org/r/eee/eneeco/v90y2020ics0140988320302103.html
   My bibliography  Save this item

How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Qi, Haozhi & Wu, Tiantian & Chen, Hao & Lu, Xiuling, 2023. "Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: Evidence from China," Resources Policy, Elsevier, vol. 82(C).
  2. Xiangjun Chen & Bo Yan, 2024. "Research on jumps and volatility in China’s carbon market," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-43, February.
  3. Fu-Wei Huang & Panpan Lin & Jyh-Horng Lin & Ching-Hui Chang, 2023. "The impact of war on insurer safety: a contingent claim model analysis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-6, December.
  4. Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
  5. Aghilasse Kashi & Mohamed Eskandar Shah, 2023. "Bibliometric Review on Sustainable Finance," Sustainability, MDPI, vol. 15(9), pages 1-30, April.
  6. Lovcha, Yuliya & Perez-Laborda, Alejandro & Sikora, Iryna, 2022. "The determinants of CO2 prices in the EU emission trading system," Applied Energy, Elsevier, vol. 305(C).
  7. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
  8. Liudmila Reshetnikova & Natalia Boldyreva & Anton Devyatkov & Zhanna Pisarenko & Danila Ovechkin, 2023. "Carbon Pricing in Current Global Institutional Changes," Sustainability, MDPI, vol. 15(4), pages 1-19, February.
  9. Cinzia Bonaldo & Fulvio Fontini & Michele Moretto, 2022. "The Energy Transition and the Value of Capacity Remuneration Mechanisms," Working Papers 2022.16, Fondazione Eni Enrico Mattei.
  10. Xiaohua Song & Wen Zhang & Zeqi Ge & Siqi Huang & Yamin Huang & Sijia Xiong, 2022. "A Study of the Influencing Factors on the Carbon Emission Trading Price in China Based on the Improved Gray Relational Analysis Model," Sustainability, MDPI, vol. 14(13), pages 1-27, June.
  11. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Quantile connectedness between energy, metal, and carbon markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  12. Minggang Wang & Chenyu Hua & Hua Xu, 2022. "Dynamic Linkages among Carbon, Energy and Financial Markets: Multiplex Recurrence Network Approach," Mathematics, MDPI, vol. 10(11), pages 1-23, May.
  13. Qiao, Sen & Dang, Yi Jing & Ren, Zheng Yu & Zhang, Kai Quan, 2023. "The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method," Energy, Elsevier, vol. 266(C).
  14. Yaqi Wu & Chen Zhang & Po Yun & Dandan Zhu & Wei Cao & Zulfiqar Ali Wagan, 2021. "Time–frequency analysis of the interaction mechanism between European carbon and crude oil markets," Energy & Environment, , vol. 32(7), pages 1331-1357, November.
  15. Dan Nie & Yanbin Li & Xiyu Li & Xuejiao Zhou & Feng Zhang, 2022. "The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains," Energies, MDPI, vol. 15(11), pages 1-28, May.
  16. Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023. "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 553-567.
  17. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Noman, Ambreen, 2021. "The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty," Resources Policy, Elsevier, vol. 74(C).
  18. Naeem, Muhammad Abubakr & Arfaoui, Nadia, 2023. "Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises," Energy Economics, Elsevier, vol. 127(PB).
  19. Iqbal, Najaf & Naeem, Muhammad Abubakr & Suleman, Muhammed Tahir, 2022. "Quantifying the asymmetric spillovers in sustainable investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  20. Zhou, Wei & Chen, Yan & Chen, Jin, 2022. "Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic," Energy, Elsevier, vol. 256(C).
  21. Yi Yao & Lixin Tian & Guangxi Cao, 2022. "The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets," Sustainability, MDPI, vol. 14(8), pages 1-18, April.
  22. Qi, Haozhi & Ma, Lijun & Peng, Pin & Chen, Hao & Li, Kang, 2022. "Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China," Resources Policy, Elsevier, vol. 79(C).
  23. Chen, Shi & Huang, Fu-Wei & Lin, Jyh-Horng, 2023. "Green technology choices under the cap-and-trade mechanism with insurer green finance in a dragon-king environment," Energy Economics, Elsevier, vol. 117(C).
  24. Mo, Bin & Meng, Juan & Zheng, Liping, 2022. "Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets," Resources Policy, Elsevier, vol. 77(C).
  25. Yadav, Miklesh Prasad & Sharif, Taimur & Ashok, Shruti & Dhingra, Deepika & Abedin, Mohammad Zoynul, 2023. "Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets," Research in International Business and Finance, Elsevier, vol. 65(C).
  26. Chen, Hao & Xu, Chao & Peng, Yun, 2022. "Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China," Resources Policy, Elsevier, vol. 78(C).
  27. Tang, Chun & Liu, Xiaoxing & Chen, Guangkun, 2023. "The spillover effects in the “Energy – Carbon – Stock” system – Evidence from China," Energy, Elsevier, vol. 278(PA).
  28. Tan, Xueping & Geng, Yong & Vivian, Andrew & Wang, Xinyu, 2021. "Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework," Resources Policy, Elsevier, vol. 74(C).
  29. Vellachami, Sanggetha & Hasanov, Akram Shavkatovich & Brooks, Robert, 2023. "Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach," International Review of Financial Analysis, Elsevier, vol. 89(C).
  30. Wang, Jiqian & Guo, Xiaozhu & Tan, Xueping & Chevallier, Julien & Ma, Feng, 2023. "Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?," Energy Economics, Elsevier, vol. 117(C).
  31. Theodoros Syriopoulos & Efthymios Roumpis & Michael Tsatsaronis, 2023. "Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets," Energies, MDPI, vol. 16(17), pages 1-27, September.
  32. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2022. "Carbon credit futures as an emerging asset: Hedging, diversification and downside risks," Energy Economics, Elsevier, vol. 113(C).
  33. Xuelian Li & Tinghui Lu & Jyh-Horng Lin, 2022. "Bank Interest Margin and Green Lending Policy under Sunflower Management," Sustainability, MDPI, vol. 14(14), pages 1-15, July.
  34. Zhou, Yuqin & Wu, Shan & Zhang, Zeyi, 2022. "Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network," Energy Economics, Elsevier, vol. 114(C).
  35. Zheng, Yan & Yin, Hua & Zhou, Min & Liu, Wenhua & Wen, Fenghua, 2021. "Impacts of oil shocks on the EU carbon emissions allowances under different market conditions," Energy Economics, Elsevier, vol. 104(C).
  36. Ren, Xiaohang & Li, Yiying & yan, Cheng & Wen, Fenghua & Lu, Zudi, 2022. "The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  37. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2022. "Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change," International Review of Financial Analysis, Elsevier, vol. 83(C).
  38. Li, Jingyu & Liu, Ranran & Yao, Yanzhen & Xie, Qiwei, 2022. "Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19," Resources Policy, Elsevier, vol. 77(C).
  39. Ahonen, Elena & Corbet, Shaen & Goodell, John W. & Günay, Samet & Larkin, Charles, 2022. "Are carbon futures prices stable? New evidence during negative oil," Finance Research Letters, Elsevier, vol. 47(PB).
  40. Jing Liu & Xin Ding & Xiaoqian Song & Tao Dong & Aiwen Zhao & Mi Tan, 2023. "Research on the Spillover Effect of China’s Carbon Market from the Perspective of Regional Cooperation," Energies, MDPI, vol. 16(2), pages 1-17, January.
  41. Tian, Tingting & Lai, Kee-hung & Wong, Christina W.Y., 2022. "Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies," Energy Policy, Elsevier, vol. 169(C).
  42. Duan, Kun & Liu, Yang & Yan, Cheng & Huang, Yingying, 2023. "Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis," Energy Economics, Elsevier, vol. 127(PA).
  43. Wu, Ruirui & Qin, Zhongfeng & Liu, Bing-Yue, 2022. "A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China," Energy, Elsevier, vol. 254(PA).
  44. Song, Yazhi & Liu, Tiansen & Li, Yin & Zhu, Yue & Ye, Bin, 2022. "Paths and policy adjustments for improving carbon-market liquidity in China," Energy Economics, Elsevier, vol. 115(C).
  45. Mengli Xia & Zhang-Hangjian Chen & Piao Wang, 2022. "Dynamic Risk Spillover Effect between the Carbon and Stock Markets under the Shocks from Exogenous Events," Energies, MDPI, vol. 16(1), pages 1-15, December.
  46. Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco, 2023. "Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries," Resources Policy, Elsevier, vol. 85(PB).
  47. Gong, Xu & Xu, Jun, 2022. "Geopolitical risk and dynamic connectedness between commodity markets," Energy Economics, Elsevier, vol. 110(C).
  48. Rundong Luo & Yan Li & Zhicheng Wang & Mengjiao Sun, 2022. "Co-Movement between Carbon Prices and Energy Prices in Time and Frequency Domains: A Wavelet-Based Analysis for Beijing Carbon Emission Trading System," IJERPH, MDPI, vol. 19(9), pages 1-15, April.
  49. Peng Chen & Andrew Vivian & Cheng Ye, 2022. "Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine," Annals of Operations Research, Springer, vol. 313(1), pages 559-601, June.
  50. Guo, Li-Yang & Feng, Chao, 2021. "Are there spillovers among China's pilots for carbon emission allowances trading?," Energy Economics, Elsevier, vol. 103(C).
  51. Shoirahon Odilova & Zebo Sharipova & Sardor Azam, 2023. "Investing in the Future: A Systematic Literature Review on Renewable Energy and its Impact on Financial Returns," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 329-337, July.
  52. Shi Chen & Fu-Wei Huang & Jyh-Horng Lin, 2022. "Effects of Cap-and-Trade Mechanism and Financial Gray Rhino Threats on Insurer Performance," Energies, MDPI, vol. 15(15), pages 1-20, July.
  53. Guangxi Cao & Fei Xie & Meijun Ling, 2022. "Spillover effects in Chinese carbon, energy and financial markets," International Finance, Wiley Blackwell, vol. 25(3), pages 416-434, December.
  54. Gong, Xiao-Li & Feng, Yong-Kang & Liu, Jian-Min & Xiong, Xiong, 2023. "Study on international energy market and geopolitical risk contagion based on complex network," Resources Policy, Elsevier, vol. 82(C).
  55. Li-Yang Guo & Chao Feng, 2022. "Measuring the Demand Connectedness among China’s Regional Carbon Markets," IJERPH, MDPI, vol. 19(21), pages 1-16, October.
  56. Sun, Xiaotian & Fang, Wei & Gao, Xiangyun & An, Haizhong & Liu, Siyao & Wu, Tao, 2022. "Complex causalities between the carbon market and the stock markets for energy intensive industries in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 404-417.
  57. Yang Liu & Xueqing Yang & Mei Wang, 2021. "Global Transmission of Returns among Financial, Traditional Energy, Renewable Energy and Carbon Markets: New Evidence," Energies, MDPI, vol. 14(21), pages 1-32, November.
  58. Tan, Xueping & Sirichand, Kavita & Vivian, Andrew & Wang, Xinyu, 2022. "Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals," International Journal of Forecasting, Elsevier, vol. 38(3), pages 944-969.
  59. Huang, Fu-Wei & Chen, Shi & Lin, Jyh-Horng, 2022. "Free riding and insurer carbon-linked investment," Energy Economics, Elsevier, vol. 107(C).
  60. Wei, Yu & Zhang, Jiahao & Bai, Lan & Wang, Yizhi, 2023. "Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model," Renewable Energy, Elsevier, vol. 202(C), pages 289-309.
  61. Chen, Shi & Huang, Fu-Wei & Lin, Jyh-Horng, 2022. "Life insurance policyholder protection, government green subsidy, and cap-and-trade transactions in a black swan environment," Energy Economics, Elsevier, vol. 115(C).
  62. Zheng, Yan & Wen, Fenghua & Deng, Hanshi & Zeng, Aiqing, 2022. "The relationship between carbon market attention and the EU CET market: Evidence from different market conditions," Finance Research Letters, Elsevier, vol. 50(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.