Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Citations

Cited by:

1. Chen, Ling & He, Lingyun & Liu, Rongyan & Fu, Yating, 2025. "Mapping risk transmission in China's energy industry chain: Insights derived from the industry chain structure," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 971-996.
2. Zeng, Hongjun & Abedin, Mohammad Zoynul & Wu, Ran & Ahmed, Abdullahi D., 2024. "Asymmetric dependency among US national financial conditions and clean energy markets," Global Finance Journal, Elsevier, vol. 63(C).
3. Kou, Honghong & Chai, Jian & Zhang, Zhe George & Wang, Shouyang, 2025. "Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers," Energy, Elsevier, vol. 320(C).
4. Pham, Son Duy & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2025. "Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events," Energy Economics, Elsevier, vol. 141(C).
   • Duy Pham, Son & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2024. "Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events," Working Papers 9-2024, Copenhagen Business School, Department of Economics.
5. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
6. Wang, Xinya & Rong, Xueyun & Yin, Lei, 2024. "Discerning the impact of global geopolitical risks on China's energy futures market spillovers: Evidence from higher-order moments," Energy Economics, Elsevier, vol. 140(C).
7. Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025. "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
8. Xiaohan Cai & Bo Yan, 2025. "Tail Dependence of Liquidity and Volatility in Carbon Futures Market: Evidence From EU ETS," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(6), pages 3538-3570, September.
9. Wu, Yuan & Ofori, Elvis Kwame & Tao, Li & Lucey, Brian & Abedin, Mohammad Zoynul, 2024. "Combination of antecedent conditions affecting the development of Chinese new energy market based on fuzzy sets," Research in International Business and Finance, Elsevier, vol. 71(C).
10. Wang, Jia & Cao, Yuan & Xiong, Xiong, 2025. "Multiscale dependence and risk contagion between European carbon market, energy, and financial markets," Energy, Elsevier, vol. 335(C).
11. Iordanis Angelos Kalaitzoglou, 2025. "Cleaning the carbon market! Market transparency and market efficiency in the EU ETS," Annals of Operations Research, Springer, vol. 347(1), pages 501-533, April.
12. Zeng, Hongjun & Abedin, Mohammad Zoynul & Ahmed, Abdullahi D. & Huang, Qingcheng, 2025. "Extreme risk connection among the European Tourism, energy and carbon emission markets," Research in International Business and Finance, Elsevier, vol. 74(C).
13. Zhao, Xin & Benkraiem, Ramzi & Abedin, Mohammad Zoynul & Zhou, Silu, 2024. "The charm of green finance: Can green finance reduce corporate carbon emissions?," Energy Economics, Elsevier, vol. 134(C).
14. Ozkan, Oktay & Olanipekun, Ifedolapo Olabisi & Olasehinde-Williams, Godwin, 2024. "Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach," Renewable Energy, Elsevier, vol. 237(PB).
15. Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
16. Razi, Ummara & Ramzan, Muhammad, 2025. "Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era," Applied Energy, Elsevier, vol. 389(C).
17. Wan, Lu & Zhou, Yanxi & Wang, Ying & Zhao, Tiantian, 2025. "Trade penetration, sustainable finance and carbon peak: evidence from China," LSE Research Online Documents on Economics 129148, London School of Economics and Political Science, LSE Library.
18. Yi, Qing & Jiang, Yuanying, 2025. "Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework," Energy, Elsevier, vol. 323(C).
19. Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024. "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 25-41.
20. Hua, Siying & Jiang, Yuanying & Chen, Binxia, 2026. "Decoding multidimensional risk spillovers in “metal-energy-carbon” System: Novel insights from higher-order moments," Renewable Energy, Elsevier, vol. 256(PD).
21. Shi, Huaan & Abedin, Mohammad Zoynul & Ma, Xiaowei & Lucey, Brian, 2025. "Customer spillover effects of corporate social responsibility and supply chain sustainability," International Review of Financial Analysis, Elsevier, vol. 105(C).
22. Haoyu Wang & Junpeng Di & Qing Han & Kefu Lyu, 2025. "Carbon Emission Allowance and Oil Implied Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(8), pages 946-976, August.
23. Wu, Yanjuan & Jin, Pengfei & Li, Qing, 2025. "Research on regulation strategy of integrated energy system based on game theory and divide-and-conquer algorithm," Energy, Elsevier, vol. 319(C).
24. Iordanis Angelos Kalaitzoglou, 2025. "Cleaning the carbon market! Market transparency and market efficiency in the EU ETS," Post-Print hal-05133749, HAL.
25. Maki, Daiki, 2024. "Asymmetric effect of trading volume on realized volatility," International Review of Economics & Finance, Elsevier, vol. 94(C).
26. Dong, Feng & Li, Zhicheng & Huang, Zihuang & Liu, Yu, 2024. "Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets," Energy Economics, Elsevier, vol. 137(C).
27. Jining Wang & Renjie Zeng & Lei Wang, 2024. "Volatility Spillover Between the Carbon Market and Traditional Energy Market Using the DGC-t-MSV Model," Mathematics, MDPI, vol. 12(23), pages 1-15, November.