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

DOI10.1007/s10690-021-09348-2zbMath1497.91223OpenAlexW3194696940MaRDI QIDQ2172540

Yue Li, Dehua Shen, Yongjie Jessica Zhang

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

Granger causalityBaidu indexinvestor attentioncarbon emission marketnonparametric wavelet-based causality test

Mathematics Subject Classification ID

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

Cites Work

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

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