Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertaintyOA
Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty
Zhenhua Liu;Jialong Fu;Xinyang Zhang;Qiang Ji
School of Economics and Management,China University of Mining and Technology,Xuzhou,221116,ChinaSchool of Business,Central South University,Changsha,410083,ChinaSchool of Economics and Management,China University of Mining and Technology,Xuzhou,221116,ChinaInstitutes of Science and Development,Chinese Academy of Sciences,Beijing,100190,China||School of Public Policy and Management,University of Chinese Academy of Sciences,Beijing,100049,China
Climate policy uncertaintyCarbon marketEnergy marketHigher-order moment riskRisk spillovers
Climate policy uncertaintyCarbon marketEnergy marketHigher-order moment riskRisk spillovers
《管理科学学报（英文）》 2026 (1)
1-19,19
We acknowledge financial support from the National Natural Science Foundation of China[Grant Nos.72204250,72348003]the China Postdoctoral Science Foundation[2025M773679]the Humanities and Social Science Foundation of the Ministry of Education in China[Grant No.21YJCZH093]the Social Science Foundation of Jiangsu Province[Grant No.22GLC022]and the Fundamental Research Funds for the Central Universities[Grant No.2025SK01].
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