Volatility spillovers between the oil market and the European Union carbon emission market

136 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015, background): “, GARCH dynamics), the GARCH effects should be considered in nonlinear causality analysis (Reboredo, 2014).”
The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, unknown): “For example, the impact of oil prices is found to be either positive (see, e.g., Chevallier, 2009; Creti et al., 2012; Reboredo and Ugolini, 2018), or negative/insigniﬁcant (see, e.g., Bredin and Muckley, 2011; Reboredo, 2014; Hammoudeh et al., 2014b, 2015; Yu et al., 2015b).”