[1]	杜军，童瑶. 基于面板向量自回归模型的碳排放权市场与原油市场相关性分析[J]. 商学研究，2020, 27(6): 89-95, 109. DU Jun, TONG Yao. Correlation analysis between carbon emission right market and crude oil market based on panel vector autoregressive model[J]. Business Studies, 2020, 27(6): 89-95, 109. Cited in this article [1]

[2]	陶春华，我国碳排放权交易市场与股票市场联动性研究[J]. 北京交通大学学报(社会科学版), 2015, 14(4): 41-51. TAO Chunhua. Research on the linkage between China's carbon emission trading market and stock market[J]. Journal of Beijing Jiaotong University (Social Science Edition), 2015, 14(4): 41-51. Cited in this article [1]

[3]	许悦，翟大宇. 联合国气候谈判背景下碳市场间联动效应研究—以EUA和CER市场为例[J]. 生态经济，2020, 36(6): 19-26. XU Yue, ZHAI Dayu. Research on the linkage effect between carbon markets in the context of UN climate negotiations— Taking EUA and CER markets as an example[J]. Ecological Economy, 2020, 36(6): 19-26. Cited in this article [1]

[4]	FENG Y S, LING M J. Cross-correlation analysis of crude oil and new energy markets: A new perspective based on carbon emission market[J]. Ecological Economy, 2019, 15(1): 2-18. Cited in this article [1]

[5]	LU W, WANG W. Dynamic correlation between carbon market and Chinese stock market based on AGDCC-GARCH[C]//International Conference on Management Science& Engineering, Moscow, Russia: 1, 2009: 779-784. Cited in this article [1]

[6]	李刚，朱莉. 碳市场、石油市场和股票市场之间的动态相关性研究[J]. 南京财经大学学报，2014, 32(3): 9-14. LI Gang, ZHU Li. Study on the dynamic correlation among carbon market, oil market and stock market[J]. Journal of Nanjing University of Finance and economics, 2014, 32(3): 9-14. Cited in this article [1]

[7]

高清霞，李昉. 我国碳交易市场与化石能源市场间的动态相关性研究—基于DCC-(BV) GARCH模型的检验[J]. 环境与可持续发展，2016, 5: 26-29. GAO Qingxia, LI Fang. Study on the dynamic correlation between China's carbon trading market and fossil energy market—a test based on DCC-(BV) GARCH model[J]. Environment and Sustainable Development, 2016, 5: 26-29. Cited in this article [1]

[8]	海小辉，杨宝臣. 欧盟排放交易体系与化石能源市场动态关系研究[J]. 资源科学，2014, 36(7): 1443-1451. HAI Xiaohui, YANG Baochen. Study on the dynamic relationship between EU Emission Trading System and fossil energy market[J]. Resource Science, 2014, 36(7): 1443-1451. Cited in this article [1]

[9]	王晓宇，罗东坤，接桂馨. 国内外碳交易市场价格联动性分析—基于DCC-GARCH模型[J]. 生态经济，2017, 33(8): 48-51, 89. WANG Xiaoyu, LUO Dongkui, JIE Guixin. Price linkage analysis of domestic and foreign carbon trading markets—Based on DCC-GARCH model[J]. Ecological Economy, 2017, 33(8): 48-51, 89. Cited in this article [1]

[10]	王喜平，王雪萍. 欧盟和国内碳交易市场的相依结构及风险溢出效应研究[J]. 工业技术经济，2021(7): 73-80. WANG Xiping, WANG Xueping. Study on the dependent structure and risk spillover effect of EU and domestic carbon trading market[J]. Industrial Technology Economy, 2021(7): 73-80. Cited in this article [2]

[11]	赵笙凯. 中国碳市场风险溢出效应研究[D]. 西安：西安科技大学，2021. ZHAO Shengkai. Research on risk spillover effect of China's carbon market[D]. Xi'an: Xi'an University of Science And Technology, 2021 Cited in this article [1]

[12]

尹海员. 汇率与股市相关行业的风险溢出效应—基于静态与动态CoVaR的分析[J]. 中南财经政法大学学报，2017(6): 112-121. YIN Haiyuan. Risk spillover effect of exchange rate and stock market related industries—Analysis based on static and dynamic Covar[J]. Journal of Zhongnan University of Economics and Law, 2017(6): 112-121. Cited in this article [1]

[13]

ZHU B Z, HUANG L Q, YUAN L L, et al. Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach[J]. International Review of Economics and Finance, 2020(67): 163-175. Cited in this article [1]

[14]	GIRARDI G, ERGUN A T. Systemic risk measurement: Multivariate GARCH estimation of CoVaR[J]. Journal of Banking & Finance, 2013(37): 3169-3180. Cited in this article [1]

[15]	方国斌，陈静. 互联网金融市场系统性风险度量—基于GARCH-CoVaR模型的分析[J上海商学院学报，2021, 22(3): 63-77. FANG Guobin, CHEN Jing. Systematic risk measurement of Internet financial market—Analysis based on GARCH-Covar model[J]. Journal of Shanghai Business School, 2021, 22(3): 63-77. Cited in this article [1]

[16]

杜子平，李金. 基于CoVaR方法对中国系统重要性银行的实证研究——GARCH模型和分位数回归方法的对比分析[J]. 金融与经济，2014(11): 11-16, 45. DU Ziping, LI Jin. Empirical study on China's systemically important banks based on CoVaR method—Comparative analysis of GARCH model and quantile regression method[J]. Finance and economy, 2014(11): 11-16, 45. Cited in this article [1]

[17]	YUAN N N, LU Y. Asymmetric risk spillover between financial market uncertainty and the carbon market: A GAS-DCS-copula approach[J]. Journal of Cleaner Production, 2020(259): 120750. Cited in this article [1]

[18]	XU Y Y. Risk spillover from energy market uncertainties to the Chinese carbon market[J]. Pacific-Basin Finance Journal, 2021, 67. Cited in this article [1]

[19]	LI T, ZHANG Z G, ZHAO L T. Estimating the portfolio risk with Copula-GARCH-EVT Method: Empirical study of carbon market[J]. Advanced Materials Research, 2013, 791-793: 2175-2178. Cited in this article [1]

[20]	XU Yingying. Risk spillover from energy market uncertainties to the Chinese carbon market[J]. Pacific-Basin Finance Journal, 2021, 67. Cited in this article [1]

[21]	NELSON K G, DANIEL B. Conditional heteroskedasticity in asset returns: A new approach[J]. Econometrica, 1991, 59(2): 347-370. Cited in this article [1]