Asymmetric spillovers from climate, trade, and monetary policy uncertainty to greenhouse gases: A quantile-on-quantile connectedness approach

Basit Öğe Kaydı
dc.authorid0000-0002-2684-184X
dc.contributor.authorKeser, Hilal Yildirir
dc.contributor.authorTarkun, Savas
dc.date.accessioned2026-02-08T15:15:20Z
dc.date.available2026-02-08T15:15:20Z
dc.date.issued2025
dc.departmentBursa Teknik Üniversitesi
dc.description.abstractThis study examines the directional and threshold-dependent connectedness between greenhouse gas emissions (CO2 and CH4) and key sources of policy uncertainty-namely climate (CPU), trade (TPU), and monetary policy (MPU)-using the Quantile-on-Quantile Connectedness (QQC) approach. Based on monthly data from January 1988 to December 2024, the results reveal asymmetric and time-varying information flows across different quantiles. CO2 emerges as a systemic transmitter under climate and monetary uncertainty, while CH4 exhibits selective and regime-dependent responses, particularly under trade policy shocks. The Total Connectedness Index (TCI) dynamics suggest significant structural breaks, with reversals in information directionality observed post-2006 and during the COVID-19 period. The findings highlight the importance of accounting for tail-risk sensitivity and nonlinear spillovers in environmental and economic policymaking, offering new insights into how uncertainty shapes emission behavior across time and regimes.
dc.identifier.doi10.1016/j.jenvman.2025.126923
dc.identifier.issn0301-4797
dc.identifier.issn1095-8630
dc.identifier.pmid40812108
dc.identifier.scopus2-s2.0-105012974137
dc.identifier.scopusqualityQ1
dc.identifier.urihttps://doi.org/10.1016/j.jenvman.2025.126923
dc.identifier.urihttps://hdl.handle.net/20.500.12885/5725
dc.identifier.volume393
dc.identifier.wosWOS:001581939000001
dc.identifier.wosqualityQ1
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.indekslendigikaynakPubMed
dc.language.isoen
dc.publisherAcademic Press Ltd- Elsevier Science Ltd
dc.relation.ispartofJournal of Environmental Management
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzWOS_KA_20260207
dc.subjectGreenhouse gas emissions
dc.subjectPolicy uncertainty
dc.subjectQuantile connectedness
dc.subjectCO2 and CH4
dc.subjectTail risk spillovers
dc.titleAsymmetric spillovers from climate, trade, and monetary policy uncertainty to greenhouse gases: A quantile-on-quantile connectedness approach
dc.typeArticle

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