Impact of carbon market prices on oil market fear across quantiles

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-07-30 DOI:10.1080/13504851.2024.2385050

Jihong Xiao, Yan Zheng

引用次数: 0

Abstract

This paper uses quantile regression to investigate how carbon market prices affect oil market fear. Our results show a significant and strong negative effect of changes in carbon market prices on c...

查看原文本刊更多论文

不同数量级的碳市场价格对石油市场恐慌情绪的影响

本文采用量化回归法研究碳市场价格如何影响石油市场恐慌。我们的研究结果表明，碳市场价格的变化对石油市场的恐慌有明显且强烈的负面影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.