{"id":"https://openalex.org/W1956076957","doi":"https://doi.org/10.1007/s11424-015-4141-x","title":"An empirical investigation on the risk-return relationship of carbon future market","display_name":"An empirical investigation on the risk-return relationship of carbon future market","publication_year":2015,"publication_date":"2015-10-12","ids":{"openalex":"https://openalex.org/W1956076957","doi":"https://doi.org/10.1007/s11424-015-4141-x","mag":"1956076957"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-015-4141-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-015-4141-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101820099","display_name":"Ziran Li","orcid":"https://orcid.org/0000-0002-7522-2682"},"institutions":[{"id":"https://openalex.org/I4210131059","display_name":"Institute for Financial Research","ror":"https://ror.org/03k09ka51","country_code":"SE","type":"nonprofit","lineage":["https://openalex.org/I4210131059"]},{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN","SE"],"is_corresponding":false,"raw_author_name":"Ziran Li","raw_affiliation_strings":["CFFEX Institute for Financial Derivatives, Beijing, 100033, China","Collaborative Innovation Center for the Innovation and Regulation of Internet-Based Finance, Southwestern University of Finance and Economics, Chengdu, 611130, China"],"affiliations":[{"raw_affiliation_string":"CFFEX Institute for Financial Derivatives, Beijing, 100033, China","institution_ids":["https://openalex.org/I4210131059"]},{"raw_affiliation_string":"Collaborative Innovation Center for the Innovation and Regulation of Internet-Based Finance, Southwestern University of Finance and Economics, Chengdu, 611130, China","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109908789","display_name":"Han Qiao","orcid":"https://orcid.org/0000-0002-1035-7383"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Han Qiao","raw_affiliation_strings":["School of Management, University of Chinese Academy of Sciences, Beijing, 100190, China"],"affiliations":[{"raw_affiliation_string":"School of Management, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101651065","display_name":"Nan Song","orcid":"https://orcid.org/0000-0002-5459-5084"},"institutions":[{"id":"https://openalex.org/I19820366","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35","country_code":"CN","type":"funder","lineage":["https://openalex.org/I19820366"]},{"id":"https://openalex.org/I4210137180","display_name":"Institute of High Energy Physics","ror":"https://ror.org/03v8tnc06","country_code":"CN","type":"facility","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210137180"]},{"id":"https://openalex.org/I4210129701","display_name":"Institute of High Energy Physics","ror":"https://ror.org/039shy520","country_code":"AT","type":"facility","lineage":["https://openalex.org/I138211613","https://openalex.org/I4210129701"]}],"countries":["AT","CN"],"is_corresponding":false,"raw_author_name":"Nan Song","raw_affiliation_strings":["Directors\u2019 Office, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing, 100049, China","Directors' Office, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing, 100049, China"],"affiliations":[{"raw_affiliation_string":"Directors\u2019 Office, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing, 100049, China","institution_ids":["https://openalex.org/I4210137180","https://openalex.org/I4210129701"]},{"raw_affiliation_string":"Directors' Office, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing, 100049, China","institution_ids":["https://openalex.org/I4210137180","https://openalex.org/I19820366"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049339754","display_name":"Lei Zu","orcid":"https://orcid.org/0000-0001-6287-4983"},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lei Zu","raw_affiliation_strings":["School of Management Sciences and Engineering, Central University of Finance and Economics, Beijing, 100081, China"],"affiliations":[{"raw_affiliation_string":"School of Management Sciences and Engineering, Central University of Finance and Economics, Beijing, 100081, China","institution_ids":["https://openalex.org/I137867983"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5109908789"],"corresponding_institution_ids":["https://openalex.org/I4210165038"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.05350403,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"29","issue":"4","first_page":"1057","last_page":"1070"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9864000082015991,"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":0.9864000082015991,"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/T11588","display_name":"Atmospheric and Environmental Gas Dynamics","score":0.9729999899864197,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9577999711036682,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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/allowance","display_name":"Allowance (engineering)","score":0.8575363159179688},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.6769353151321411},{"id":"https://openalex.org/keywords/explanatory-power","display_name":"Explanatory power","score":0.6580796241760254},{"id":"https://openalex.org/keywords/european-union","display_name":"European union","score":0.6354440450668335},{"id":"https://openalex.org/keywords/emissions-trading","display_name":"Emissions trading","score":0.6088171005249023},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.5786588191986084},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5224810242652893},{"id":"https://openalex.org/keywords/carbon-market","display_name":"Carbon market","score":0.45908915996551514},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4404163956642151},{"id":"https://openalex.org/keywords/risk\u2013return-spectrum","display_name":"Risk\u2013return spectrum","score":0.4321010708808899},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.36318665742874146},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3478243350982666},{"id":"https://openalex.org/keywords/international-economics","display_name":"International economics","score":0.15044337511062622},{"id":"https://openalex.org/keywords/climate-change","display_name":"Climate change","score":0.09565344452857971},{"id":"https://openalex.org/keywords/operations-management","display_name":"Operations management","score":0.08009132742881775}],"concepts":[{"id":"https://openalex.org/C2779268580","wikidata":"https://www.wikidata.org/wiki/Q3447087","display_name":"Allowance (engineering)","level":2,"score":0.8575363159179688},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.6769353151321411},{"id":"https://openalex.org/C2777402642","wikidata":"https://www.wikidata.org/wiki/Q2557224","display_name":"Explanatory power","level":2,"score":0.6580796241760254},{"id":"https://openalex.org/C2910001868","wikidata":"https://www.wikidata.org/wiki/Q458","display_name":"European union","level":2,"score":0.6354440450668335},{"id":"https://openalex.org/C100405246","wikidata":"https://www.wikidata.org/wiki/Q8348417","display_name":"Emissions trading","level":3,"score":0.6088171005249023},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.5786588191986084},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5224810242652893},{"id":"https://openalex.org/C2993946284","wikidata":"https://www.wikidata.org/wiki/Q5037988","display_name":"Carbon market","level":3,"score":0.45908915996551514},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4404163956642151},{"id":"https://openalex.org/C30755413","wikidata":"https://www.wikidata.org/wiki/Q1245402","display_name":"Risk\u2013return spectrum","level":3,"score":0.4321010708808899},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36318665742874146},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3478243350982666},{"id":"https://openalex.org/C18547055","wikidata":"https://www.wikidata.org/wiki/Q47417","display_name":"International economics","level":1,"score":0.15044337511062622},{"id":"https://openalex.org/C132651083","wikidata":"https://www.wikidata.org/wiki/Q7942","display_name":"Climate change","level":2,"score":0.09565344452857971},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.08009132742881775},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-015-4141-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-015-4141-x","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/13","score":0.44999998807907104,"display_name":"Climate action"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W1506434339","https://openalex.org/W1528226820","https://openalex.org/W1966000805","https://openalex.org/W1966268097","https://openalex.org/W1976701271","https://openalex.org/W1982366396","https://openalex.org/W1984040092","https://openalex.org/W1991722891","https://openalex.org/W1993887078","https://openalex.org/W1999814123","https://openalex.org/W2007703899","https://openalex.org/W2033815796","https://openalex.org/W2035240441","https://openalex.org/W2036017779","https://openalex.org/W2044117118","https://openalex.org/W2050904903","https://openalex.org/W2054477007","https://openalex.org/W2056251061","https://openalex.org/W2056741460","https://openalex.org/W2061160212","https://openalex.org/W2066017952","https://openalex.org/W2133248504","https://openalex.org/W2134807435","https://openalex.org/W2618091473","https://openalex.org/W2886768210","https://openalex.org/W3094392984","https://openalex.org/W3121446522","https://openalex.org/W3121766225","https://openalex.org/W3121956658","https://openalex.org/W3122091423","https://openalex.org/W3123508833","https://openalex.org/W3123647737","https://openalex.org/W3123812618","https://openalex.org/W3124753246","https://openalex.org/W3125323835","https://openalex.org/W3125347602","https://openalex.org/W3125368651","https://openalex.org/W3125490711","https://openalex.org/W3125526900","https://openalex.org/W3125777643","https://openalex.org/W4250580758","https://openalex.org/W4250915023","https://openalex.org/W4388114226"],"related_works":["https://openalex.org/W2468270448","https://openalex.org/W1482843661","https://openalex.org/W1971939457","https://openalex.org/W2075080130","https://openalex.org/W2375556056","https://openalex.org/W4225678064","https://openalex.org/W1509663984","https://openalex.org/W1985268091","https://openalex.org/W1594571670","https://openalex.org/W2160022772"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}