Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA

Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA

Recent research shows that the efforts to limit climate change should focus on reducing the emissions of carbon dioxide over other greenhouse gases or air pollutants. Many countries are paying substantial attention to carbon emissions to improve air quality and public health. The largest source of c...

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Bibliographic Details
Main Authors: Chia-Lin Chang, Michael McAleer, Guangdong Zuo
Format: Article
Language:English
Published: MDPI AG 2017-10-01
Series:Sustainability
Subjects:
carbon emissions
fossil fuels
crude oil
coal
low carbon targets
green energy
spot and futures prices
Granger causality
volatility spillovers
quasi likelihood ratio (QLR) test
diagonal BEKK
full BEKK
dynamic hedging
Online Access:https://www.mdpi.com/2071-1050/9/10/1789

Internet

https://www.mdpi.com/2071-1050/9/10/1789

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