Functional Heterogeneity and Dynamic Risk Spillovers in China’s Carbon-Green Finance System: A Time-Frequency TVP-VAR Analysis

The diverse roles of green financial sub-markets and their dynamic risk spillovers to the carbon market are important to explain the systemic risks of Chinese low-carbon transition. We employ a Time-Varying Parameter Vector Autoregression (TVP-VAR) model with time-frequency decomposition to explore...

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Autori principali:	Ying Huang, Juan Hu, Jing Chen
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Tamkang University Press 2026-06-01
Serie:	Journal of Applied Science and Engineering
Soggetti:	carbon market green financial market dynamic risk spillovers tvp-var-dy tvp-var-bk computer network
Accesso online:	https://jase.tku.edu.tw/jase/?tkuisotope=jase-202609-32-064
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