Cited by The transition to renewable energies in Tunisia: The asymmetric impacts of technological innovation, government stability, and democracy

Volatility in Carbon Futures Amid Uncertainties: Considering Geopolitical and Economic Policy Factors DOI

Xiaoqing Wang,

Wenxin Jin,

Baochang Xu

и другие.

Journal of Futures Markets, Год журнала: 2025, Номер unknown

Опубликована: Янв. 20, 2025

ABSTRACT This study uses a quantile autoregressive distributed lag model to quantitatively evaluate the effects of economic policy uncertainty (EPU) and geopolitical risk (GPR) on volatility in carbon futures (carbon trading price [CTP]), considering both time asymmetries. The findings show that long‐term GPR CTP are more significant than short‐term effects, contrary EPU. Both EPU have predominantly positive CTP, while negatively affects factors mixed influences short term. location asymmetry reveals impacts most pronounced at higher quantiles, whereas exhibit subtle variations across different quantiles. intensify during structural shifts owing heightened events. Moreover, is proven as dominant contributor influencing fluctuation long terms. provide targeted recommendations for policymakers stabilize contribute towards achieving sustainable development.

Язык: Английский

Процитировано

Renewable energy deployment and geopolitical conflicts DOI