Risk Spillovers and Hedging in the Chinese Stock Market: An Asymmetric VAR-BEKK-AGARCH Analysis Journal title: Acadlore Transactions on Applied Mathematics and Statistics Authors: Jia Wang, Xun Huang, Xu Wang Subject(s): Statistics & Probability, Mathematics - Mathematics - Applied mathematics
Risk effects among China′s carbon market, energy market, and high emission industries: Based on TVP-VAR-DY model Journal title: Energy Environmental Protection Authors: REN Zhengyu|The Institute for Sustainable Development, Macau University of Science and Technology, C... Subject(s): Energy, Environmental Protection