The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization

• Abdullah A. Aljughaiman ,

  Roles Conceptualization, Formal analysis, Writing – original draft

  * E-mail: abjuqhaiman@kfu.edu.sa (AAA); Mosab.tabash@aau.ac.ae (MIT)

  Affiliation Finance Department, School of Business, King Faisal university, Al-Ahsa, Saudi Arabia

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• Mosab I. Tabash ,

  Roles Conceptualization, Formal analysis, Writing – original draft

  * E-mail: abjuqhaiman@kfu.edu.sa (AAA); Mosab.tabash@aau.ac.ae (MIT)

  Affiliation College of Business, Al Ain University, Al Ain, United Arab Emirates

  https://orcid.org/0000-0003-3688-7224

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• Suzan Sameer Issa,

  Roles Conceptualization, Formal analysis, Writing – original draft

  Affiliation Faculty of Administrative and Financial Sciences, University of Petra, Amman, Jordan

  https://orcid.org/0009-0000-7370-7806

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• Abdulateif A. Almulhim

  Roles Conceptualization, Formal analysis, Writing – original draft

  Affiliation Finance Department, School of Business, King Faisal university, Al-Ahsa, Saudi Arabia

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