The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?
Published 2021 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?
Authors
Keywords
Carbon market, Cryptocurrency market, Safe haven, Asymmetric tail, GAS–DCS–Copula
Journal
International Review of Financial Analysis
Volume 77, Issue -, Pages 101864
Publisher
Elsevier BV
Online
2021-08-03
DOI
10.1016/j.irfa.2021.101864
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Modelling extreme risks for carbon emission allowances — Evidence from European and Chinese carbon markets
- (2021) Sheng Fang et al. Journal of Cleaner Production
- Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
- (2021) Md Akhtaruzzaman et al. ECONOMIC MODELLING
- The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods
- (2021) Khanh Quoc Nguyen Finance Research Letters
- Diversifying equity with cryptocurrencies during COVID-19
- (2021) John W. Goodell et al. International Review of Financial Analysis
- Risk spillover from energy market uncertainties to the Chinese carbon market
- (2021) Yingying Xu Pacific-Basin Finance Journal
- Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe
- (2021) Lu Yang Journal of Commodity Markets
- Asymmetric risk spillover between financial market uncertainty and the carbon market: A GAS–DCS–copula approach
- (2020) Nannan Yuan et al. JOURNAL OF CLEANER PRODUCTION
- Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement
- (2020) Irene Monasterolo et al. ECOLOGICAL ECONOMICS
- Life Cycle Assessment of Bitcoin Mining
- (2019) Susanne Köhler et al. ENVIRONMENTAL SCIENCE & TECHNOLOGY
- Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets
- (2018) Qiang Ji et al. JOURNAL OF CLEANER PRODUCTION
- The information spillover between carbon price and power sector returns: Evidence from the major European electricity companies
- (2018) Qiang Ji et al. JOURNAL OF CLEANER PRODUCTION
- Bitcoin emissions alone could push global warming above 2°C
- (2018) Camilo Mora et al. Nature Climate Change
- The dynamic volatility spillover between European carbon trading market and fossil energy market
- (2016) Yue-Jun Zhang et al. JOURNAL OF CLEANER PRODUCTION
- ‘Climate value at risk’ of global financial assets
- (2016) Simon Dietz et al. Nature Climate Change
- Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence
- (2014) Nicolas Koch et al. ENERGY POLICY
- EGARCH models with fat tails, skewness and leverage
- (2013) Andrew Harvey et al. COMPUTATIONAL STATISTICS & DATA ANALYSIS
- A generalized asymmetric Student- distribution with application to financial econometrics
- (2010) Dongming Zhu et al. JOURNAL OF ECONOMETRICS
Find Funding. Review Successful Grants.
Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.
ExploreBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started