Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis

作者：Yuqiao Lan, Juntao Chen, Zhehao Huang, Yuanqi Zhao · 发表于：Energy · 年份：2024 · DOI：10.1016/j.energy.2024.133343 · 被引用次数：16 · 研究领域：Market Dynamics and Volatility、Energy, Environment, Economic Growth、Grey System Theory Applications