Dynamic Spillovers Among Dirty Energy Market and Stocks of Leading Emitters of Carbon: Evidence from the Novel Quantile Time-Frequency Approach

被引:0
|
作者
Oliyide, Johnson A. [1 ]
Oladipupo, Sodiq A. [2 ]
Ogunjemilua, Oluwafemi David [3 ]
Ajayi, Oluwafisayo F. [1 ]
Salako, Abdulmuttolib [4 ]
机构
[1] School of Economics, University of Maine, Orono,ME, United States
[2] Department of Economics, Western Michigan University, Kalamazoo,MI, United States
[3] Department of Economics, University of Missouri, Columbia,MO, United States
[4] Hass School of Business, University of California, Berkeley,CA, United States
来源
关键词
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Commerce - Crude oil - Digital storage - Financial markets - Investments - Natural gas - Strategic planning - Time domain analysis - Transmissions
引用
收藏
相关论文
共 48 条
  • [1] Dynamic correlation among renewable energy, technology, and carbon markets: Evidence from a novel nonparametric time-frequency approach
    Ozkan, Oktay
    Olanipekun, Ifedolapo Olabisi
    Olasehinde-Williams, Godwin
    RENEWABLE ENERGY, 2024, 237
  • [2] Volatility spillovers among economic policy uncertainty, energy and carbon markets-The quantile time-frequency perspective
    Jiang, Wei
    Dong, Lingfei
    Liu, Xutang
    Zou, Liming
    ENERGY, 2024, 307
  • [3] Time-frequency connectedness among international energy, China's carbon market, green bonds, and capital markets: Evidence from a novel time-frequency method
    Jiang, Wei
    Gao, Chunxing
    Chen, Yingying
    JOURNAL OF CLEANER PRODUCTION, 2025, 499
  • [4] Identifying Risk Transmission in Carbon Market With Energy, Commodity and Financial Markets: Evidence From Time-Frequency and Extreme Risk Spillovers
    Chen, Yufeng
    Wang, Chuwen
    Miao, Jiafeng
    Zhou, Tanjun
    FRONTIERS IN ENERGY RESEARCH, 2022, 10
  • [5] Dynamic connectedness of climate risks, oil shocks, and China's energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
    Ren, Yinghua
    Wang, Nairong
    Zhu, Huiming
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2025, 75
  • [6] How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers
    Xu, Yingying
    Shao, Xuefeng
    Tanasescu, Cristina
    ENERGY ECONOMICS, 2024, 132
  • [7] Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change
    Ding, Qian
    Huang, Jianbai
    Zhang, Hongwei
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2022, 83
  • [8] The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time-Frequency Domain Approach
    Bagheri, Ehsan
    Ebrahimi, Seyed Babak
    Mohammadi, Arman
    Miri, Mahsa
    Bekiros, Stelios
    COMPUTATIONAL ECONOMICS, 2022, 59 (03) : 1087 - 1111
  • [9] Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach
    Wu, Hao
    Huang, Yuan
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2025, 76
  • [10] Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network
    Zhou, Yuqin
    Wu, Shan
    Zhang, Zeyi
    ENERGY ECONOMICS, 2022, 114