Price bubbles in Beijing carbon market and environmental policy announcement

DOI10.1080/03610918.2020.1870696MaRDI QIDQ6116458zbMATH OpenOpenAlexFDO

Authors

Publication date 18 July 2023

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL http://dro.dur.ac.uk/32602/1/32602.pdf

zbMATH Keywords

carbon priceChinese ETSmultiple bubble GSADF test

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Dating the timeline of financial bubbles during the subprime crisis
• Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
• Testing for multiple bubbles: limit theory of real-time detectors
• The emissions trading paradox

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