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Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty

Zhenhua Liu Jialong Fu Xinyang Zhang Qiang Ji

管理科学学报（英文）2026，Vol.11Issue(1)：1-19,19.

管理科学学报（英文）2026，Vol.11Issue(1)：1-19,19.DOI:10.1016/j.jmse.2025.11.001

Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty

Zhenhua Liu ¹Jialong Fu ²Xinyang Zhang ¹Qiang Ji³

作者信息

1. School of Economics and Management,China University of Mining and Technology,Xuzhou,221116,China
2. School of Business,Central South University,Changsha,410083,China
3. Institutes of Science and Development,Chinese Academy of Sciences,Beijing,100190,China||School of Public Policy and Management,University of Chinese Academy of Sciences,Beijing,100049,China
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摘要

关键词

Climate policy uncertainty/Carbon market/Energy market/Higher-order moment risk/Risk spillovers

Key words

Climate policy uncertainty/Carbon market/Energy market/Higher-order moment risk/Risk spillovers

引用本文复制引用

Zhenhua Liu,Jialong Fu,Xinyang Zhang,Qiang Ji..Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty[J].管理科学学报（英文）,2026,11(1):1-19,19.

基金项目

We acknowledge financial support from the National Natural Science Foundation of China[Grant Nos.72204250,72348003] （）

the China Postdoctoral Science Foundation[2025M773679] （）

the Humanities and Social Science Foundation of the Ministry of Education in China[Grant No.21YJCZH093] （）

the Social Science Foundation of Jiangsu Province[Grant No.22GLC022] （）

and the Fundamental Research Funds for the Central Universities[Grant No.2025SK01]. （）

管理科学学报（英文）

ISSN：2096-2320

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