{"id":"https://openalex.org/W4281855215","doi":"https://doi.org/10.1007/s10479-022-04770-9","title":"High-dimensional nonlinear dependence and risk spillovers analysis between China\u2019s carbon market and its major influence factors","display_name":"High-dimensional nonlinear dependence and risk spillovers analysis between China\u2019s carbon market and its major influence factors","publication_year":2022,"publication_date":"2022-06-04","ids":{"openalex":"https://openalex.org/W4281855215","doi":"https://doi.org/10.1007/s10479-022-04770-9","pmid":"https://pubmed.ncbi.nlm.nih.gov/35694370"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-022-04770-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-022-04770-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9167038","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101694053","display_name":"Shaobin Zhang","orcid":"https://orcid.org/0000-0002-9273-8242"},"institutions":[{"id":"https://openalex.org/I4210088176","display_name":"North West Agriculture and Forestry University","ror":null,"country_code":"CN","type":null,"lineage":["https://openalex.org/I4210088176"]},{"id":"https://openalex.org/I89652312","display_name":"Northwest A&F University","ror":"https://ror.org/0051rme32","country_code":"CN","type":"education","lineage":["https://openalex.org/I89652312"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shaobin Zhang","raw_affiliation_strings":["College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","institution_ids":["https://openalex.org/I4210088176"]},{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I89652312"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035745126","display_name":"Hao Ji","orcid":"https://orcid.org/0000-0002-0551-0187"},"institutions":[{"id":"https://openalex.org/I4210088176","display_name":"North West Agriculture and Forestry University","ror":null,"country_code":"CN","type":null,"lineage":["https://openalex.org/I4210088176"]},{"id":"https://openalex.org/I89652312","display_name":"Northwest A&F University","ror":"https://ror.org/0051rme32","country_code":"CN","type":"education","lineage":["https://openalex.org/I89652312"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hao Ji","raw_affiliation_strings":["College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China"],"raw_orcid":"https://orcid.org/0000-0002-0551-0187","affiliations":[{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","institution_ids":["https://openalex.org/I4210088176"]},{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I89652312"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029805179","display_name":"Maoxi Tian","orcid":"https://orcid.org/0000-0002-1938-5989"},"institutions":[{"id":"https://openalex.org/I4210088176","display_name":"North West Agriculture and Forestry University","ror":null,"country_code":"CN","type":null,"lineage":["https://openalex.org/I4210088176"]},{"id":"https://openalex.org/I89652312","display_name":"Northwest A&F University","ror":"https://ror.org/0051rme32","country_code":"CN","type":"education","lineage":["https://openalex.org/I89652312"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Maoxi Tian","raw_affiliation_strings":["College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","institution_ids":["https://openalex.org/I4210088176"]},{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I89652312"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076336084","display_name":"Binyao Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I4210088176","display_name":"North West Agriculture and Forestry University","ror":null,"country_code":"CN","type":null,"lineage":["https://openalex.org/I4210088176"]},{"id":"https://openalex.org/I89652312","display_name":"Northwest A&F University","ror":"https://ror.org/0051rme32","country_code":"CN","type":"education","lineage":["https://openalex.org/I89652312"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Binyao Wang","raw_affiliation_strings":["College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100 Shaanxi People's Republic of China","institution_ids":["https://openalex.org/I4210088176"]},{"raw_affiliation_string":"College of Economics and Management, Northwest A&F University, 3 Taicheng Rd, Yangling, 712100, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I89652312"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5035745126"],"corresponding_institution_ids":["https://openalex.org/I4210088176","https://openalex.org/I89652312"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":7.0482,"has_fulltext":true,"cited_by_count":35,"citation_normalized_percentile":{"value":0.96839625,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"345","issue":"2-3","first_page":"831","last_page":"860"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.7871000170707703,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.7871000170707703,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10438","display_name":"Energy, Environment, Economic Growth","score":0.062300000339746475,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.051600001752376556,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/spillover-effect","display_name":"Spillover effect","score":0.6177452802658081},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.5994292497634888},{"id":"https://openalex.org/keywords/carbon-market","display_name":"Carbon market","score":0.5400477647781372},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.5243076086044312},{"id":"https://openalex.org/keywords/china","display_name":"China","score":0.5072340965270996},{"id":"https://openalex.org/keywords/carbon-price","display_name":"Carbon price","score":0.45423761010169983},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4522954225540161},{"id":"https://openalex.org/keywords/vine-copula","display_name":"Vine copula","score":0.42089593410491943},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3840719163417816},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.36574533581733704},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.314816951751709},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.13611364364624023},{"id":"https://openalex.org/keywords/greenhouse-gas","display_name":"Greenhouse gas","score":0.11346951127052307}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.6177452802658081},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.5994292497634888},{"id":"https://openalex.org/C2993946284","wikidata":"https://www.wikidata.org/wiki/Q5037988","display_name":"Carbon market","level":3,"score":0.5400477647781372},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.5243076086044312},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.5072340965270996},{"id":"https://openalex.org/C2779200991","wikidata":"https://www.wikidata.org/wiki/Q20681009","display_name":"Carbon price","level":3,"score":0.45423761010169983},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4522954225540161},{"id":"https://openalex.org/C2779676228","wikidata":"https://www.wikidata.org/wiki/Q25303905","display_name":"Vine copula","level":3,"score":0.42089593410491943},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3840719163417816},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36574533581733704},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.314816951751709},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.13611364364624023},{"id":"https://openalex.org/C47737302","wikidata":"https://www.wikidata.org/wiki/Q167336","display_name":"Greenhouse gas","level":2,"score":0.11346951127052307},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10479-022-04770-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-022-04770-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmid:35694370","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/35694370","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of operations research","raw_type":null},{"id":"pmh:oai:RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04770-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-022-04770-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:pubmedcentral.nih.gov:9167038","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9167038","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Ann Oper Res","raw_type":"Text"}],"best_oa_location":{"id":"pmh:oai:pubmedcentral.nih.gov:9167038","is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9167038","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Ann Oper Res","raw_type":"Text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2886885165","display_name":null,"funder_award_id":"71703123","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8864084192","display_name":null,"funder_award_id":"72173096","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":61,"referenced_works":["https://openalex.org/W1036486153","https://openalex.org/W1972819953","https://openalex.org/W2008712894","https://openalex.org/W2021503904","https://openalex.org/W2082854060","https://openalex.org/W2084128712","https://openalex.org/W2091124975","https://openalex.org/W2187808597","https://openalex.org/W2460336304","https://openalex.org/W2554966676","https://openalex.org/W2558844775","https://openalex.org/W2601772082","https://openalex.org/W2770138528","https://openalex.org/W2791473622","https://openalex.org/W2797140044","https://openalex.org/W2806153247","https://openalex.org/W2898216291","https://openalex.org/W2900794547","https://openalex.org/W2906579193","https://openalex.org/W2906991933","https://openalex.org/W2907233437","https://openalex.org/W2908061993","https://openalex.org/W2929716934","https://openalex.org/W2940649523","https://openalex.org/W2945657609","https://openalex.org/W2968989526","https://openalex.org/W2971467839","https://openalex.org/W2973723419","https://openalex.org/W2974678189","https://openalex.org/W2986947213","https://openalex.org/W2997154586","https://openalex.org/W2999432969","https://openalex.org/W3002644561","https://openalex.org/W3003244946","https://openalex.org/W3007134246","https://openalex.org/W3011112883","https://openalex.org/W3014086471","https://openalex.org/W3046570261","https://openalex.org/W3047515461","https://openalex.org/W3048612606","https://openalex.org/W3082368178","https://openalex.org/W3086631228","https://openalex.org/W3091300509","https://openalex.org/W3092432626","https://openalex.org/W3094587177","https://openalex.org/W3102113231","https://openalex.org/W3107444569","https://openalex.org/W3117012074","https://openalex.org/W3122929743","https://openalex.org/W3124355869","https://openalex.org/W3138373713","https://openalex.org/W3156469951","https://openalex.org/W3158458706","https://openalex.org/W3166283319","https://openalex.org/W3168930647","https://openalex.org/W3178975276","https://openalex.org/W3195190866","https://openalex.org/W3213381297","https://openalex.org/W4232246757","https://openalex.org/W4236544946","https://openalex.org/W4300705184"],"related_works":["https://openalex.org/W3037440021","https://openalex.org/W3041085928","https://openalex.org/W2172691568","https://openalex.org/W2922061780","https://openalex.org/W2744668118","https://openalex.org/W2393681788","https://openalex.org/W3036914094","https://openalex.org/W2623281204","https://openalex.org/W2237437671","https://openalex.org/W2352966500"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}