Time|frequency cross|country spillovers of climate policy uncertainty

Time-frequency cross-country spillovers of climate policy uncertainty

The TVP-VAR-DY model enables the examination of dynamic spillover relationships between variables from a time-domain perspective. Building on ...

Time-frequency cross-country spillovers of climate policy uncertainty ...

... Energy, pages 133545. Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk? Jun Zhang. ,. Donghui Chen. Show ...

Time-frequency cross-country spillovers of climate policy uncertainty

Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk? ; Journal: Energy, 2024, p. 133545 ; Publisher: Elsevier ...

Research on the spillover effects among climate policy uncertainty ...

... time-frequency spillover effects between climate policy uncertainty, energy and metal markets, and constructs a spillover network model to portray the cross ...

Spillovers and connectedness among climate policy uncertainty ...

This paper analyses the spillovers among climate policy uncertainty (CPU), energy prices, green bond index, and carbon emission trading price with quantile ...

Time-frequency spillovers among carbon, fossil energy and clean ...

Request PDF | Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change | Carbon markets ...

4 Climate Change Uncertainty Spillover in the Macroeconomy

The. TCRE is the ratio of CO2-induced warming realized over an interval of time to the cumulative carbon emissions over that same time interval. This linear ...

Cross-country categorical economic policy uncertainty spillovers

Firstly, the authors use a novel conditional connectedness approach, which has not been used to untangle cross-category/cross-country policy uncertainty ...

Does climate policy uncertainty exacerbate extreme risk spillovers ...

This study employs a novel quantile time-frequency connectedness approach to capture the risk spillovers between the green economy and energy metals under ...

(PDF) The extreme spillover from climate policy uncertainty to the ...

A novel wavelet time-varying parameter quantile vector Autoregression is employed. The results show that climate uncertainty depresses ...

Climate Policy Uncertainty Index

We develop a new method to measure economic policy uncertainty and test its dynamic relationship with output, investment, and employment.

Cross-Market Transmission Effects of Climate Policy Uncertainty on ...

... Climate Policy Uncertainty on Energy and Stock Markets: A Time ... S Qiao, The dynamic spillovers ... J Huang, Dynamic and frequency-domain spillover among within ...

Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty

Our results suggest that country-specific shocks have a negative effect on domestic growth of output, private consumption, and private investment, but that ...

An econometric approach - Search eLibrary :: SSRN

This article investigates the spillovers from uncertainty in climate policy (henceforth CUPI) on the returns and volatility of top global financial markets ...

Policy spillovers from climate actions to energy poverty - Nature

This paper uses cross-country data from 2000 to 2020 to study the possible policy spillovers from climate actions to energy poverty. We show ...

Volatility spillover between carbon market and related markets in ...

In the long run, the closeness of the connection is directly proportional to the spillover effect. Finally, climate policy uncertainty is the main source of ...

Oil price, climate policy uncertainty, sustainable development, US ...

This paper uses time-frequency domain techniques to study the dynamic spillover relationship among oil price, climate risk, sustainable ...

Climate policy and monetary policy: interactions and implications

This, among other reasons, is why I would like to speak a bit more about the macroeconomic effects of spillovers of climate mitigation policies, ...

CLIMATE POLICY UNCERTAINTY AND CARBON PRICE

Changes in climate policy are posing enormous challenges to carbon markets. However, the intricate link and time-frequency features between climate policy ...

Economic Policy Uncertainty: Cross-Country Linkages and Spillover ...

Article: Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries.