Investor attention and the carbon emission markets in China: a nonparametric wavelet-based causality test

DOI10.1007/S10690-021-09348-2MaRDI QIDQ2172540zbMATH OpenOpenAlexFDO

Authors Yong-jie Zhang, Yue Li, Dehua Shen

Publication date 16 September 2022

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-021-09348-2

zbMATH Keywords

Baidu indexcarbon emission marketGranger causalityinvestor attentionnonparametric wavelet-based causality test

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Financial markets (91G15)

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Cites work

• A convergence theorem for spectral factorization
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Surrogate time series.
• The Factorization of Matricial Spectral Densities

Cited in

(4)

• Investor attention, GEM market and threshold effects
• Domestic carbon price fluctuation and regional characteristics based on H-P filtering method
• Analysis of mathematical model about the influence of investors' overconfidence on carbon futures price in international carbon market
• Interaction relationship between international carbon future price and domestic carbon price

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