Advances in Civil Engineering / 2022 / Article / Tab 1 / Research Article
Correlation and Dynamic Volatility Spillover between Green Investing Market, Coal Market, and CO2 Emissions: Evidence from Shenzhen Carbon Market in China Table 1 Summary of related researches.
Literature Methodology Research contents Year Byun and Cho [4 ] GARCH models Carbon futures and energy volatilities 2013 Reboredo [6 ] Multivariate conditional autoregressive EU emission allowance and oil markets 2014 Xiaohui and Baochen [7 ] DCC-MVGARCH Energy market in phase II of the EU (ETS) 2014 Zhang and Sun [8 ] BEKK-GARCH and DCC-MVGARCH models Carbon prices and fossil energy prices 2016 Engle [11 ] Multivariate generalized autoregressive conditional heteroskedasticity Dow Jones industrial average and the NASDAQ 2003 Ulrich [14 ] Equal-weighted portfolio EU emission allowances and the stock market 2003 Cheng [16 ] VAR(6)-GARCH(1, 1)-BEKK model Financial markets 2010 Jie and Jie [17 ] VAR model Carbon emission spot prices 2018 Lin [18 , 19 ] BEKK-GARCH and DCC-MVGARCH models Carbon, coal, and new energy stock markets 2019 Salisu [20 ] VARMA-BEKK-AGARCH approach Oil price and US stock 2015 Meng-Shan Z [21 ] Analysis of provincial panel data Carbon emission and green finance 2019
