Analyzing the risk spillovers of international crude oil on China's corn and biofuel ethanol markets: A transition toward green economy and environmental sustainability

This study aims to analyze the risk spillover effects between the global crude oil market and the biofuel ethanol and corn markets in China, employing a DCC-GARCH-Copula-CoVaR model and basing the weekly price data from 2012 to 2021. The empirical results revealed that there were dynamic conditional...

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Veröffentlicht in:	Energy & environment (Essex, England) England), 2024-05, Vol.35 (3), p.1216-1234
Hauptverfasser:	Zhang, Jin, Lin, Zhenqing, Li, Jinkai
Format:	Artikel
Sprache:	eng
Schlagworte:	biofuels corn COVID-19 infection economic sustainability energy environment environmental sustainability ethanol petroleum prices risk risk management world markets
Online-Zugang:	Volltext
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