Modeling Comovement and Asynchrony Between Fossil and Clean Energy Markets Under Climate Risks Using Quantile-on-Quantile Connectedness

This paper examines how climate risk shapes the connectedness between fossil and clean energy markets. To do so, we use the quantile-on-quantile connectedness framework and extend it to the frequency domain to capture return and volatility spillovers across different market conditions and horizons....

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριοι συγγραφείς:	Mengyue Liu, Rufei Zhang, Yuanyuan Jiang, Wang Gao
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	MDPI AG 2026-04-01
Σειρά:	Mathematics
Θέματα:	quantile-on-quantile modeling time–frequency analysis connectedness measures nonlinear dependence econometric modeling
Διαθέσιμο Online:	https://www.mdpi.com/2227-7390/14/9/1486
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