Volatility spillovers between energy market and carbon market: The TVP-SV-VAR and DCC-GARCH-Connectedness approaches

Ou Cong, Huidan Xue

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DOI: 10.1016/j.jenvman.2025.128055
Published: 2025-12
Container: Journal of Environmental Management
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jenvman.2025.128055,
  title = {Volatility spillovers between energy market and carbon market: The TVP-SV-VAR and DCC-GARCH-Connectedness approaches},
  author = {Ou Cong and Huidan Xue},
  year = {2025},
  journal = {Journal of Environmental Management},
  doi = {10.1016/j.jenvman.2025.128055},
  url = {https://doi.org/10.1016/j.jenvman.2025.128055}
}

RIS

TY  - JOUR
TI  - Volatility spillovers between energy market and carbon market: The TVP-SV-VAR and DCC-GARCH-Connectedness approaches
AU  - Ou Cong
AU  - Huidan Xue
PY  - 2025
JO  - Journal of Environmental Management
DO  - 10.1016/j.jenvman.2025.128055
UR  - https://doi.org/10.1016/j.jenvman.2025.128055
ER  -

APA

Cong, O., & Xue, H. (2025). Volatility spillovers between energy market and carbon market: The TVP-SV-VAR and DCC-GARCH-Connectedness approaches. Journal of Environmental Management. https://doi.org/10.1016/j.jenvman.2025.128055

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crossref · retrieved 2026-09-25T23:23:04.850Z