Spillover effects between the carbon and linear shipping markets under COVID-19: A time-varying frequency-domain analysis with applications in portfolio management

Meng, Bin, Chen, Shuiyang, Yang, Mo, Kuang, Haibo

Meng, Bin, Chen, Shuiyang, Yang, Mo, Kuang, Haibo.

Ocean & Coastal Management ; 229:106351, 2022.

Article in English | ScienceDirect | ID: covidwho-2031608

Keywords

Liner shipping market; Carbon market; Spillover effect; Frequency-domain analysis; Dynamic portfolio management; Discrete wavelet transform

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Full text: Available Collection: Databases of international organizations Database: ScienceDirect Type of study: Experimental Studies / Prognostic study Language: English Journal: Ocean & Coastal Management Year: 2022 Document Type: Article

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