Economy or Climate? Impact of Policy Uncertainty on Price Volatility of China’s Carbon Emission Trading Markets

Based on the economic and climate policy uncertainty index and the price data of major carbon emission trading markets from May 2014 to August 2023, this paper uses the generalized autoregressive conditional heteroskedasticity and mixing data sampling (GARCH-MIDAS) model to analyze the impact of pol...

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Bibliographic Details

Published in:	Energies
Main Authors:	Zhuoer Chen, Xiaohai Gao, Nan Chen, Yihang Zhao, Sen Guo
Format:	Article
Language:	English
Published:	MDPI AG 2025-05-01
Subjects:	economic policy uncertainty climate policy uncertainty carbon market GARCH-MIDAS
Online Access:	https://www.mdpi.com/1996-1073/18/10/2448