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5. The return and volatility spillovers between carbon futures market and global financial,energy and c

The return and volatility spillovers between carbon futures market and global financial,energy and c

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：leijunhua

【摘 要】

：

Financialization of carbon futures market and global economy have made the fluctuation of carbon emission allowance prices vulnerable to international shocks and risk management become more and more c

【作 者】

：

Ziran Li Mengchen Ji Han Qiao Shouyang Wang 

【机 构】

：

Collaborative Innovation Center for the Innovation and Regulation of Internet-based Finance,China

【出 处】

：

中国系统工程学会

【发表日期】

：

2015年3期

【关键词】

：

Carbon Futures Ergodicity Granger Causality Test Risk Management Spillover 

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论文部分内容阅读

　　Financialization of carbon futures market and global economy have made the fluctuation of carbon emission allowance prices vulnerable to international shocks and risk management become more and more complicated for both investors and fossil fuel consumption enterprises.

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