Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU

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作者
Pakrooh, Parisa [1 ]
Manera, Matteo [2 ]
机构
[1] Marie Sklodowska-Curie Postdoctoral Research Fellow, Fondazione Eni Enrico Mattei, Milan, Italy
[2] Department of Economics, Management and Statistics, University of Milano-Bicocca, Fondazione Eni Enrico Mattei, Milan, Italy
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Stochastic models;
D O I
10.1016/j.resourpol.2024.105408
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