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The tail dependence of the carbon markets: The implication of portfolio management

Emission trading scheme (ETS), the most popular market-based instrument, is widely used to solve carbon emission problems in the world. With the development of carbon market, carbon asset has been a popular financial product to invest and the risk management becomes important for government, regulat...

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Detalles Bibliográficos
Autores principales: Zhang, Fang, Zhang, Zhengjun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7454971/
https://www.ncbi.nlm.nih.gov/pubmed/32857779
http://dx.doi.org/10.1371/journal.pone.0238033