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Does Investor Attention Matter for Carbon Market? New Insights From a Multi-Scale Quantile Causality Analysis

This paper firstly puts forward to explore the multi-scale, nonlinear quantile interactions between investor attention and the carbon market from January 2009 to December 2022. To achieve this goal, this study employs the adjusted CEEMDAN (complete ensemble empirical mode decomposition with adaptive...

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Main Authors: Yaqi Wu, Po Yun, Mingjuan Ma, Xianzi Yang, Danli Wang
Format: Artigo
Language:Inglês
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Carbon market
investor attention
GSVI
quantile causality test
multi-scale
quantile regression
Online Access:https://ieeexplore.ieee.org/document/10636224/
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