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

Table 5

Stationarity test.

	ADF	value	PP	value
RCARBON	–135.7365	0.0001	–25.7225	≤0.001
RCOAL	–43.2457	≤0.001	–43.1157	≤0.001
RGIS	–37.3876	≤0.001	–37.4462	≤0.001