Geopolitical, economic risk and the time-varying structure of extreme risk in the carbon emissions trading market

Amidst global climate challenges, carbon emission trading has become the most important market-based environmental policy tool, attracting widespread attention for mitigating price volatility caused by extreme risks. This study applies the multivariate multi-quantile conditional autoregressive value...

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Bibliographic Details
Main Authors: Junlong Mi, Xing Yang, Feifei Huang, Yufa Xu
Format: Article
Language:English
Published: Frontiers Media S.A. 2024-12-01
Series:Frontiers in Environmental Science
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Online Access:https://www.frontiersin.org/articles/10.3389/fenvs.2024.1499743/full
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