The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization
- DOI
- 10.1371/journal.pone.0349789
- Published
- 2026-06-08
- Container
- PLOS One
- Publisher
- Public Library of Science (PLoS)
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1371/journal.pone.0349789,
title = {The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization},
author = {Abdullah A. Aljughaiman and Mosab I. Tabash and Suzan Sameer Issa and Abdulateif A. Almulhim},
year = {2026},
journal = {PLOS One},
doi = {10.1371/journal.pone.0349789},
url = {https://doi.org/10.1371/journal.pone.0349789}
}RIS
TY - JOUR TI - The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization AU - Abdullah A. Aljughaiman AU - Mosab I. Tabash AU - Suzan Sameer Issa AU - Abdulateif A. Almulhim PY - 2026 JO - PLOS One DO - 10.1371/journal.pone.0349789 UR - https://doi.org/10.1371/journal.pone.0349789 ER -
APA
Aljughaiman, A. A., Tabash, M. I., Issa, S. S., & Almulhim, A. A. (2026). The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. PLOS One. https://doi.org/10.1371/journal.pone.0349789
Source records
- crossref · retrieved 2026-11-10T11:20:51.306Z