Research on the Driving Factors of the High-Order Moment Risk Spillovers Between Carbon and Commodity Futures Markets Based on Explainable Machine Learning

Jinxin CUI, Zhuang SHI, Qizhi HE

China Journal of Econometrics ›› 2026, Vol. 6 ›› Issue (1) : 202-225.

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China Journal of Econometrics ›› 2026, Vol. 6 ›› Issue (1) : 202-225. DOI: 10.12012/CJoE2025-0183

Research on the Driving Factors of the High-Order Moment Risk Spillovers Between Carbon and Commodity Futures Markets Based on Explainable Machine Learning

  • Jinxin CUI(), Zhuang SHI(), Qizhi HE()
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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2026, 6(1): 202-225 https://doi.org/10.12012/CJoE2025-0183

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