Open AccessVolatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Author(s) -
ChiaLin Chang,
Michael McAleer,
Guangdong Zuo
Publication year - 2017
Publication title -
modsim
Language(s) - English
Resource type - Conference proceedings
ISSN - 2205-5061
DOI - 10.36334/modsim.2017.e3.chang2
Subject(s) - futures contract , volatility (finance) , coal , spot contract , environmental science , economics , causality (physics) , econometrics , financial economics , engineering , waste management , physics , quantum mechanics