Title:

Common Volatility Shocks Driven by the Global Carbon Transition

Authors:

Susana Martins (Católica Lisbon School of Business & Economics)
David Hendry (U Oxford)

Journal:

Journal of Econometrics

Year:

2024

Volume:

239

Number:

1

JEL codes:

C58 - Financial Econometrics
L71 - Mining, Extraction, and Refining: Hydrocarbon Fuels

DOI:

10.1016/j.jeconom.2023.05.008