Matches in SemOpenAlex for { <https://semopenalex.org/work/W4317790189> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W4317790189 abstract "The interdependence of carbon allowances and different energy sources in extreme market behavior is still unsettled in the literature. Using different types of static and time-varying copulas, this piece of research aims to quantify the dependence structures of Europe-based carbon future returns and selected energy future returns (i.e. coal, electricity, oil, and natural gas), and to investigate whether or not these dependence structures are influenced by economic indicators. Our results show strong evidence that time-varying parameter copulas with extreme tails are the best fit to the dependence structure. We also find that the speculation activity and the uncertainty of the state of the global economy are two important components of this robust dependence structure in the period of oil price crises. These findings are relevant for the implementation of effective policies to make the carbon market operate more efficiently and stably." @default.
- W4317790189 created "2023-01-24" @default.
- W4317790189 creator A5020352358 @default.
- W4317790189 creator A5038883380 @default.
- W4317790189 creator A5061261662 @default.
- W4317790189 creator A5062136150 @default.
- W4317790189 date "2023-01-23" @default.
- W4317790189 modified "2023-10-18" @default.
- W4317790189 title "Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach" @default.
- W4317790189 cites W1573540347 @default.
- W4317790189 cites W1940768431 @default.
- W4317790189 cites W1970175984 @default.
- W4317790189 cites W1992041523 @default.
- W4317790189 cites W1993016099 @default.
- W4317790189 cites W2007825235 @default.
- W4317790189 cites W2013377700 @default.
- W4317790189 cites W2016238575 @default.
- W4317790189 cites W2025235358 @default.
- W4317790189 cites W2031287750 @default.
- W4317790189 cites W2039734130 @default.
- W4317790189 cites W2061160212 @default.
- W4317790189 cites W2062012172 @default.
- W4317790189 cites W2082732165 @default.
- W4317790189 cites W2093280586 @default.
- W4317790189 cites W2096519146 @default.
- W4317790189 cites W2097736597 @default.
- W4317790189 cites W2122549219 @default.
- W4317790189 cites W2154090037 @default.
- W4317790189 cites W2246322359 @default.
- W4317790189 cites W2265008683 @default.
- W4317790189 cites W2601772082 @default.
- W4317790189 cites W2790531308 @default.
- W4317790189 cites W2941833907 @default.
- W4317790189 cites W2950881370 @default.
- W4317790189 cites W2969720476 @default.
- W4317790189 cites W3015106070 @default.
- W4317790189 cites W3036597228 @default.
- W4317790189 cites W3081774482 @default.
- W4317790189 cites W3118739791 @default.
- W4317790189 cites W3121513565 @default.
- W4317790189 cites W3123523811 @default.
- W4317790189 cites W3125347602 @default.
- W4317790189 cites W3125777643 @default.
- W4317790189 cites W3161561427 @default.
- W4317790189 cites W3203526756 @default.
- W4317790189 cites W3211033956 @default.
- W4317790189 cites W3123193210 @default.
- W4317790189 doi "https://doi.org/10.1080/15567249.2023.2165738" @default.
- W4317790189 hasPublicationYear "2023" @default.
- W4317790189 type Work @default.
- W4317790189 citedByCount "0" @default.
- W4317790189 crossrefType "journal-article" @default.
- W4317790189 hasAuthorship W4317790189A5020352358 @default.
- W4317790189 hasAuthorship W4317790189A5038883380 @default.
- W4317790189 hasAuthorship W4317790189A5061261662 @default.
- W4317790189 hasAuthorship W4317790189A5062136150 @default.
- W4317790189 hasConcept C106159729 @default.
- W4317790189 hasConcept C106306483 @default.
- W4317790189 hasConcept C149782125 @default.
- W4317790189 hasConcept C162324750 @default.
- W4317790189 hasConcept C17618745 @default.
- W4317790189 hasConcept C2983622608 @default.
- W4317790189 hasConcept C39432304 @default.
- W4317790189 hasConceptScore W4317790189C106159729 @default.
- W4317790189 hasConceptScore W4317790189C106306483 @default.
- W4317790189 hasConceptScore W4317790189C149782125 @default.
- W4317790189 hasConceptScore W4317790189C162324750 @default.
- W4317790189 hasConceptScore W4317790189C17618745 @default.
- W4317790189 hasConceptScore W4317790189C2983622608 @default.
- W4317790189 hasConceptScore W4317790189C39432304 @default.
- W4317790189 hasIssue "1" @default.
- W4317790189 hasLocation W43177901891 @default.
- W4317790189 hasOpenAccess W4317790189 @default.
- W4317790189 hasPrimaryLocation W43177901891 @default.
- W4317790189 hasRelatedWork W1919564754 @default.
- W4317790189 hasRelatedWork W1967023780 @default.
- W4317790189 hasRelatedWork W2100209587 @default.
- W4317790189 hasRelatedWork W2167134337 @default.
- W4317790189 hasRelatedWork W2194005237 @default.
- W4317790189 hasRelatedWork W2350787915 @default.
- W4317790189 hasRelatedWork W2360244963 @default.
- W4317790189 hasRelatedWork W2363760672 @default.
- W4317790189 hasRelatedWork W2386024079 @default.
- W4317790189 hasRelatedWork W2784195128 @default.
- W4317790189 hasVolume "18" @default.
- W4317790189 isParatext "false" @default.
- W4317790189 isRetracted "false" @default.
- W4317790189 workType "article" @default.