Zeng, ShihongJia, JingminSu, BinJiang, ChunxiaZeng, Guowang2021-09-282021-09-282021-02-01Zeng, S, Jia, J, Su, B, Jiang, C & Zeng, G 2021, 'The volatility spillover effect of the European Union (EU) carbon financial market', Journal of Cleaner Production, vol. 282, 124394. https://doi.org/10.1016/j.jclepro.2020.1243940959-6526ORCID: /0000-0003-2200-4486/work/84568664ORCID: 0000-0003-4273-7054https://hdl.handle.net/2164/17204Acknowledgements The authors acknowledge the valuable comments and suggestions provided by our colleagues. The authors are grateful to the anonymous reviewers, whose comments have helped us improve the manuscript. Funding This research is partially funded by the National Natural Science Foundation of China (71473010), Capacity Building of Science and Technology Innovation Services (Research Category) in 2019—Beijing Basic Research Business Expenses in Beijing University of Technology (011000546320503) and (011000546320532). Data availability The Data availability come from Table A1. Data source.15724012engSDG 7 - Affordable and Clean EnergyCarbon financial marketVolatility spillover effectVAR modellingBEKK-GARCH modelVAR modelH Social SciencesGeneral Environmental ScienceIndustrial and Manufacturing EngineeringRenewable Energy, Sustainability and the EnvironmentStrategy and ManagementSupplementary DataHJournal article10.1016/j.jclepro.2020.124394http://www.scopus.com/inward/record.url?scp=85092521368&partnerID=8YFLogxK282