EconomicsHumanities and Social Sciences Communications
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.
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