Sökning: "Hsin-Ying Chiu"

Hittade 1 uppsats innehållade orden Hsin-Ying Chiu.

  1. 1. The Risk Spillover Effect Between the EUA Carbon Market and Carbon-intensive Sectors in European Stock Markets

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yuhan Chen; Hsin-Ying Chiu; [2023]
    Nyckelord :Risk spillover; EUA carbon market; Carbon-intensive sectors; European stock markets; Diebold and Yilmaz model.; Business and Economics;

    Sammanfattning : This study examines the risk spillover effect between European emission allowance (EUA) carbon price and the indices of energy-intensive industries in the stock market in the European countries. To achieve this, we employ the Diebold and Yilmaz model to investigate both the static and dynamic risk spillover effect and discuss the impact of the economic conditions and policy changes on the carbon market. LÄS MER