No Cover Image

Journal article 60 views 2 downloads

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

  • 65422_AAM.pdf

    PDF | Accepted Manuscript

    Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention).

    Download (1.16MB)
Published in: Journal of International Financial Markets, Institutions and Money
ISSN: 1042-4431
Published: Elsevier BV 2024
Online Access: Check full text

Tags: Add Tag
No Tags, Be the first to tag this record!
Keywords: Carbon market; Energy market; Electricity market; Spillover effects; Investment hedge
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