Climate policy uncertainty and dynamic volatility spillovers in Chinese stock market: Based on sectoral evaluation

This study examines volatility spillovers among climate-policy-relevant sectors in the Chinese stock market across both time and frequency domains. It further explores the impact of climate policy uncertainty on the risk spillover effect in the Chinese stock market and its underlying mechanisms. The...

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Bibliografiske detaljer
Main Authors: Zhiwei Zhang, Yahua Xu, Fei Su
Format: Article
Sprog:engelsk
Udgivet: KeAi Communications Co., Ltd. 2025-09-01
Serier:Journal of Management Science and Engineering
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Online adgang:http://www.sciencedirect.com/science/article/pii/S209623202500023X
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