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Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach. (2024). Guangxi, Cao ; Cao, Guangxi ; Xie, Fei.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2155-2175.

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    RePEc:ekd:006356:6970.

    Full description at Econpapers || Download paper

  29. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

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