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

Hengzhen Lu
, Qiujin Gao
, Matthew C. Li

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

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10.1080/00036846.2022.2156470

Cite this

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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",

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journal = "Applied Economics",

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number = "54",

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AU - Lu, Hengzhen

AU - Gao, Qiujin

AU - Li, Matthew C.

PY - 2023

Y1 - 2023

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DO - 10.1080/00036846.2022.2156470

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VL - 55

SP - 6427

EP - 6443

JO - Applied Economics

JF - Applied Economics

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