Work

Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS

Year: 2012

Type: article

Source: Applied Energy

DOI: 10.1016/j.apenergy.2012.01.070

Authors: Zhen-Hua Feng, Yi-Ming Wei, Kai Wang

Institutions: Beijing Institute of Technology, University of Science and Technology of China, Research Institute of Petroleum Exploration and Development

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

Funders: European Commission, National Natural Science Foundation of China, National Key Research and Development Program of China

Awards: 能源供应安全与能源政策的基础研究, G3774517804, G4515473923

OpenAlex ID: W2024653686

FWCI: 9.04

Cites: 51

Cited by: 97

Related to: 10