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The volatility spillover effect of the European Union (EU) carbon financial market

dc.contributor.authorZeng, Shihong
dc.contributor.authorJia, Jingmin
dc.contributor.authorSu, Bin
dc.contributor.authorJiang, Chunxia
dc.contributor.authorZeng, Guowang
dc.date.accessioned2021-09-28T23:09:51Z
dc.date.available2021-09-28T23:09:51Z
dc.date.issued2021-02-01
dc.identifier180378523
dc.identifierc0926f7b-4208-44a3-bcfe-b3420acabeed
dc.identifier85092521368
dc.identifier.citationZeng , S , Jia , J , Su , B , Jiang , C & Zeng , G 2021 , ' The volatility spillover effect of the European Union (EU) carbon financial market ' , Journal of Cleaner Production , vol. 282 , 124394 . https://doi.org/10.1016/j.jclepro.2020.124394en
dc.identifier.issn0959-6526
dc.identifier.otherORCID: /0000-0003-2200-4486/work/84568664
dc.identifier.otherORCID: 0000-0003-4273-7054
dc.identifier.urihttps://hdl.handle.net/2164/17204
dc.descriptionAcknowledgements The authors acknowledge the valuable comments and suggestions provided by our colleagues. The authors are grateful to the anonymous reviewers, whose comments have helped us improve the manuscript. Funding This research is partially funded by the National Natural Science Foundation of China (71473010), Capacity Building of Science and Technology Innovation Services (Research Category) in 2019—Beijing Basic Research Business Expenses in Beijing University of Technology (011000546320503) and (011000546320532). Data availability The Data availability come from Table A1. Data source.en
dc.format.extent15
dc.format.extent724012
dc.language.isoeng
dc.relation.ispartofJournal of Cleaner Productionen
dc.subjectSDG 7 - Affordable and Clean Energyen
dc.subjectCarbon financial marketen
dc.subjectVolatility spillover effecten
dc.subjectVAR modellingen
dc.subjectBEKK-GARCH modelen
dc.subjectVAR modelen
dc.subjectH Social Sciencesen
dc.subjectGeneral Environmental Scienceen
dc.subjectIndustrial and Manufacturing Engineeringen
dc.subjectRenewable Energy, Sustainability and the Environmenten
dc.subjectStrategy and Managementen
dc.subjectSupplementary Dataen
dc.subject.lccHen
dc.titleThe volatility spillover effect of the European Union (EU) carbon financial marketen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.description.statusPeer revieweden
dc.identifier.doi10.1016/j.jclepro.2020.124394
dc.date.embargoedUntil2021-09-29
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85092521368&partnerID=8YFLogxKen


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