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The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets

Climate change affects price fluctuations in the carbon, energy and metals markets through physical and transition risks. Climate physical risk is mainly caused by extreme weather, natural disasters and other events caused by climate change, whereas climate transition risk mainly results from the gr...

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Detalles Bibliográficos
Autores principales: Zhou, Yuqin, Wu, Shan, Liu, Zhenhua, Rognone, Lavinia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10630388/
https://www.ncbi.nlm.nih.gov/pubmed/37935657
http://dx.doi.org/10.1038/s41467-023-42925-9