How Does Long- and Short-Term Crude Oil Price Affect Both the Clean and Dirty Energy Markets? –Evidence from China

Jian-Yu Chen, Jin-Xiang Yu and Yong-Qing Nan

Emerging Markets Finance and Trade, 2024, vol. 60, issue 11, 2549-2559

Abstract: This research incorporates crude oil price series with different time scales, China’s dirty energy, new energy and green bond index into a system, so as to investigate the spillover effects during some major periods. The results indicate that the spillover effects of short-term oil price fluctuations are mild, and the green bond market is the least affected. While the long-term oil price fluctuations have profound effects on the aforementioned three markets, the spillovers are especially enhanced by extreme events. Our results are verified by appropriate robustness tests.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:60:y:2024:i:11:p:2549-2559

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DOI: 10.1080/1540496X.2024.2325059

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