Correlation and Dynamic Volatility Spillover between Green Investing Market, Coal Market, and CO₂ Emissions: Evidence from Shenzhen Carbon Market in China

Table 2

Variable description.

Category	Variable	Content	Data sources
Green investing market	GIS	CSI Green Investing Index (closing price)	WIND (available at http://www.wind.com.cn/)
Coal market	COAL	Steam coal future contract price (closing price)	WIND (available at http://www.wind.com.cn/)
CO2 emissions	CARBON	Shenzhen carbon price (closing price)	https://www.cerx.cn