Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk

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Volatility spillovers across global asset classes: Evidence from time and frequency domains (2018, background): “, 2009; Nier, 2009), but it also has implications for portfolio diversification (Ang and Bekaert, 2002; Aït-Sahalia and Hurd, 2016), hedging strategies (Balcilar et al., 2016), patterns of market integration and market efficiency (Bekaert and Harvey, 2003; Bartram et al.”
The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach (2021, unknown): “…consumption of fossil energy serves as the main source of aggregate carbon emissions, intensely driving multitudinous aspects of economic development and human lives involving energy production, modern transportation, industrial operation process, and land-use changes, etc. (Balcılar et al., 2016).”
Oil volatility, oil and gas firms and portfolio diversification (2018, background): “The conditional variance estimates can be used to construct hedge ratios and optimal portfolio weights (see, inter alia Kroner and Sultan, 1993; Kroner and Ng, 1998; Hammoudeh et al., 2010; Chang et al., 2011; Balcılar et al., 2016; Maghyereh et al., 2017)8.”