Journal article 298 views 59 downloads
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Yong Wang 
,
Shimiao Liu,
Mohammad Abedin,
Brian Lucey
,
Shimiao Liu,
Mohammad Abedin,
Brian Lucey
Journal of International Financial Markets, Institutions and Money, Volume: 91, Start page: 101938
Swansea University Author: Mohammad Abedin
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DOI (Published version): 10.1016/j.intfin.2024.101938
Abstract
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
| Published in: | Journal of International Financial Markets, Institutions and Money |
|---|---|
| ISSN: | 1042-4431 |
| Published: |
Elsevier BV
2024
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa65422 |
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| Keywords: |
Carbon market; Energy market; Electricity market; Spillover effects; Investment hedge |
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| College: |
Faculty of Humanities and Social Sciences |
| Funders: |
This paper is supported by National Natural Science Foundation of China (72104046), Major project of the National Social Science Fund (22&ZD159), Liaoning Provincial Education Department Scientific Research Project (LJKZZ20220128) and Statistical Science Key Research Program of China (2023LZ032). |
| Start Page: |
101938 |