The dynamic volatility spillover between European carbon trading market and fossil energy market

Published 2016 View Full Article

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Title
The dynamic volatility spillover between European carbon trading market and fossil energy market
Authors
Keywords
Carbon trading market, Fossil energy market, Dynamic correlation, Dynamic volatility spillover
Journal
JOURNAL OF CLEANER PRODUCTION
Volume 112, Issue -, Pages 2654-2663
Publisher
Elsevier BV
Online
2015-10-17
DOI
10.1016/j.jclepro.2015.09.118

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