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Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks. (2024). Chen, Zhang-Hangjian ; Zhao, Shou-Yu ; Li, Sai-Ping ; Yang, Ming-Yuan ; Song, Huai-Bing.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:92:y:2024:i:c:p:626-645.

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  1. Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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  2. Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective. (2025). Xie, Qichang ; Gong, Ruize ; Xu, Xin ; Yin, Lei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002493.

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  3. Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401403x.

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  4. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

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  5. Lead-lag relations between the Chinese carbon and energy markets: Evidence from extreme climate shocks. (2024). Koedijk, Kees ; Huisman, Ronald ; Gao, Xiang ; Chen, Zhang-Hangjian ; Li, Jingbo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013461.

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  6. Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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  7. Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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  8. Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong.
    In: Papers.
    RePEc:arx:papers:2408.09669.

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  46. Pass-through of CO2 Emission Costs to Hourly Electricity Prices in Germany. (2014). Hintermann, Beat.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4964.

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  47. Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. (2013). Rotfuß, Waldemar ; Lutz, Benjamin ; Pigorsch, Uta.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13001r.

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  48. Carbon content of electricity futures in Phase II of the EU ETS. (2013). Vollebergh, Herman R.J. ; Hintermann, Beat ; Fell, Harrison.
    In: Working Papers.
    RePEc:mns:wpaper:wp201306.

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  49. Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals. (2013). Rotfuß, Waldemar ; Lutz, Benjamin ; Pigorsch, Uta.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:222-232.

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  50. Carbon Content of Electricity Futures in Phase II of the EU ETS. (2013). Vollebergh, Herman R.J. ; Hintermann, Beat ; Fell, Harrison ; Herman R. J. Vollebergh, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4367.

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