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Measurement of risk spillover effect based on EV-Copula method

Economics

Measurement of risk spillover effect based on EV-Copula method

Y. Zhao and W. Xu

This research explores the fascinating risk spillover effect of China's carbon trading market on its stock market using the innovative EV-Copula CoVaR model. Conducted by Yuexu Zhao and Weiqi Xu, the study reveals that the electricity market faces the largest risk spillover from the carbon market, uncovering critical insights for investors and policymakers alike.... show more
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Citations
6
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Reference Count
15
Citation by Year

Note: The citation metrics presented here have been sourced from Semantic Scholar and OpenAlex.

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