Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China

Hengzhen Lu; Qiujin Gao; Matthew C. Li

doi:10.1080/00036846.2022.2156470

Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	6427-6443
Number of pages	17
Journal	Applied Economics
Volume	55
Issue number	54
Early online date	15 Dec 2022
DOIs	https://doi.org/10.1080/00036846.2022.2156470
Publication status	Published - 2023

Access to Document

10.1080/00036846.2022.2156470

Cite this

@article{ced01a1adc0b4dfbb4ebb8c27154d938,

title = "Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China",

author = "Hengzhen Lu and Qiujin Gao and Li, {Matthew C.}",

year = "2023",

doi = "10.1080/00036846.2022.2156470",

language = "English",

volume = "55",

pages = "6427--6443",

journal = "Applied Economics",

issn = "0003-6846",

publisher = "Routledge",

number = "54",

}

TY - JOUR

T1 - Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? Evidence from China

AU - Lu, Hengzhen

AU - Gao, Qiujin

AU - Li, Matthew C.

PY - 2023

Y1 - 2023

U2 - 10.1080/00036846.2022.2156470

DO - 10.1080/00036846.2022.2156470

M3 - Article

SN - 0003-6846

VL - 55

SP - 6427

EP - 6443

JO - Applied Economics

JF - Applied Economics

IS - 54

ER -