The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time...
The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains
About this item
Full title
Author / Creator
Nie, Dan , Li, Yanbin , Li, Xiyu , Zhou, Xuejiao and Zhang, Feng
Publisher
Basel: MDPI AG
Journal title
Language
English
Formats
Publication information
Publisher
Basel: MDPI AG
Subjects
More information
Scope and Contents
Contents
To obtain the price return and price volatility spillovers between renewable energy stocks, technology stocks, oil futures and carbon allowances under different investment horizons, this paper employs a frequency-dependent method to study the dynamic connectedness between these assets in four frequency bands. The results show that, first, there is...
Alternative Titles
Full title
The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_d2b90e4b5581446697ead111722ff761
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_d2b90e4b5581446697ead111722ff761
Other Identifiers
ISSN
1996-1073
E-ISSN
1996-1073
DOI
10.3390/en15113927
