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Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO2 Emissions Trading Prices in China
2020
Sustainability
This paper aims to examine whether there is inherent dynamic connectedness among coal market prices, new energy stock prices and carbon emission trading (CET) prices in China under time- and frequency-varying perspectives. For this purpose, we apply a novel wavelet method proposed by Aguiar-Conraria et al. (2018). Specifically, utilizing the single wavelet power spectrum, the multiple wavelet coherency, the partial wavelet coherency, also combined with the partial phase difference and the
doi:10.3390/su12072823
doaj:bde812dcd6994b8e89fd48e1a7dc8037
fatcat:yqfs2bkuxbbezohfjjddr4lbxy