期刊论文

Zhou, ZB

英文

Applied Energy

0306-2619

2024

368

123432

10.1016/j.apenergy.2024.123432

CRediT authorship contribution statement Ling Lin: Writing – review & editing, Writing – original draft, Resources, Methodology, Investigation, acquisition, Formal analysis, Data curation, Conceptualization. Yong Jiang: Supervision, Resources, Methodology, Investigation, acquisition. Zhongbao Zhou: Supervision, Software, Methodology, Investigation.

本校为第一机构

This study investigates the asymmetric spillover network connectedness of policy uncertainty, the fossil fuel energy market, and global ESG investment by using a time-frequency domain analysis. The study employs a time-varying filter for the empirical mode decomposition method and Pearson correlation coefficient to distinguish signals' dynamic frequency and amplitude. We combine a two-state fractionally integrated asymmetric power autoregressive conditional heteroskedasticity with asymmetric time-varying parameter vector autoregression and vector autoregression-common factor variance decomposi...