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Climate policy uncertainty
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Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis
Journal article
Energy,2024, volume: 311
Authors:
Lan, Yuqiao
;
Chen, Juntao
;
Huang, Zhehao
;
Zhao, Yuanqi
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Submit date：2024/12/16
BEKK-GARCH
Climate policy uncertainty
Complex networks
Time-frequency domain
Volatility spillovers
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