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Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
Hongjun Zeng 
,
Mohammad Abedin ,
Abdullahi D. Ahmed,
Brian Lucey
,
Mohammad Abedin ,
Abdullahi D. Ahmed,
Brian Lucey
Journal of Futures Markets
Swansea University Author:
Mohammad Abedin
-
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DOI (Published version): 10.1002/fut.22583
Abstract
Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
| Published in: | Journal of Futures Markets |
|---|---|
| ISSN: | 0270-7314 1096-9934 |
| Published: |
Wiley
2025
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa69063 |
| Keywords: |
climate policy uncertainty; grains commodity markets; quantile on quantile regression; quantile VAR; wavelet coherence |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Funders: |
Swansea University |