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Recent publications

Assessing the Complex Dynamics of Climate Risk on Tourism Stock Performance: Insights from European and US

by Yang Z. Zeng H. Liu F. Wu R.

Circular Economy and Bioeconomy

This study investigates the dynamic relationship between climate risk indices and tourism sector performance in European and US stock markets, aiming to understand how climate-related risks affect tourism industry valuations across different quantiles and time frequencies. We apply the Quantile...

climate risk tourism sectors +2 more

Dynamic Connectedness and Time-Frequency Interaction Between China's Carbon Emission Allowances (CEA) and the High-Tech Industry

by Guo W. Wu R.

Water and wastewater treatment and reuse

This study utilizes the Time-Varying Parameter Vector Auto-Regression (TVP-VAR) Connectedness model and wavelet coherence analysis to investigate, for the first time, the dynamic connection between China's carbon market and high-tech industry. The results show an overall market Connectedness index...

Carbon market high-tech industry +3 more