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

Yong Wang Orcid Logo, 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

Published in: Journal of International Financial Markets, Institutions and Money
ISSN: 1042-4431
Published: Elsevier BV 2024
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URI: https://cronfa.swan.ac.uk/Record/cronfa65422
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first_indexed 2024-01-08T13:39:04Z
last_indexed 2024-01-08T13:39:04Z
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spelling v2 65422 2024-01-08 Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets 4ed8c020eae0c9bec4f5d9495d86d415 Mohammad Abedin Mohammad Abedin true false 2024-01-08 BAF Journal Article Journal of International Financial Markets, Institutions and Money 91 101938 Elsevier BV 1042-4431 Carbon market; Energy market; Electricity market; Spillover effects; Investment hedge 1 3 2024 2024-03-01 10.1016/j.intfin.2024.101938 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 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). 2024-03-21T13:54:22.1648095 2024-01-08T13:37:24.3698555 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yong Wang 0000-0003-1227-5960 1 Shimiao Liu 2 Mohammad Abedin 3 Brian Lucey 4 65422__29783__bcbdcd02ef184d51868c70f4931cc903.pdf 65422_AAM.pdf 2024-03-21T13:51:18.4077734 Output 1212619 application/pdf Accepted Manuscript true Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/2.0/deed.en
title Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
spellingShingle Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Mohammad Abedin
title_short Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
title_full Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
title_fullStr Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
title_full_unstemmed Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
title_sort Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Yong Wang
Shimiao Liu
Mohammad Abedin
Brian Lucey
format Journal article
container_title Journal of International Financial Markets, Institutions and Money
container_volume 91
container_start_page 101938
publishDate 2024
institution Swansea University
issn 1042-4431
doi_str_mv 10.1016/j.intfin.2024.101938
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2024-03-01T13:54:23Z
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