Volatility Spillover Between China’s Carbon Market and Traditional Manufacturing

Volatility Spillover Between China’s Carbon Market and Traditional Manufacturing

This study constructed a DGC-t-MSV model by integrating dynamic correlation and Granger causality into the MSV framework. Using daily closing price data from 4 January 2022 to 21 November 2024, it empirically analyzed volatility spillover effects between China’s carbon market and traditional manufac...

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Bibliographic Details
Main Authors: Jining Wang, Dian Sheng, Lei Wang
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
traditional manufacturing industry
carbon market
spillover effect
DGC-t-MSV model
Online Access:https://www.mdpi.com/2227-7390/13/9/1514
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