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By selecting typical seismic sections to carry out detailed structural interpretation, the structural style features of the Wunansha Uplift in the South Yellow Sea basin were systematically combined, and the compressional structures (imbricate, opposite/back thrust, and Y-shaped structures), strike-slip faults (positive flower-shaped faults), and extensional normal faults (listric-shaped normal faults) were identified. On this basis, combined with the characteristics of the regional stress field and the background of deep geodynamics, the genetic mechanism and structural evolution of the structural style in the Wunansha Uplift were defined. The stress mechanism of the compressional structures originated from the initial high-speed and low-angle NW subduction of the paleo-Pacific plate during the early Yanshanian movement in the Early Jurassic. The regional strike-slip fault was mainly a positive flower structure with compression and torsion characteristics, and its stress mechanism originated from sinistral shear caused by the Early Cretaceous low-angle NNW subduction of the paleo-Pacific plate. The Tan-Lu fault in eastern China also had sinistral shear characteristics in this period. The extensional normal fault was characterized by a listric shape, which developed along the northern boundary of the Wunansha Uplift, that is, the connection between the Wunansha Uplift and the Southern Depression of the South Yellow Sea basin. The stress mechanism was derived from the transition of the paleo-Pacific plate from low-angle to high-angle subduction during the late Yanshanian movement in the Late Cretaceous. Simultaneously, the tectonic stress system in eastern China also changed from compressional to tensional. [ABSTRACT FROM AUTHOR]

With the continuous expansion scale of carbon market and the development of carbon trading mechanism, carbon emission right, as a new financial asset, is being brought into the category of asset allocation by more and more investors. As the burning of coal is the major source of carbon dioxide, China is facing serious ecological and environmental problems, which restrict the development of low-carbon economy. In order to reach the carbon dioxide emission reduction targets and promote the development of green investment market, the carbon market should be a good emission reduction measure. The correlation and dynamic volatility spillover among coal, carbon, and green investing markets are becoming a hot topic for current research. The paper applies both VAR-GARCH-DCC and VAR-GARCH-BEKK models to draw some significant conclusions. (1) The green investment market, coal market, and Shenzhen carbon market show obvious time-varying correlation, and the volatility of the green investment market is higher. (2) There is a bidirectional Granger causality between green investing and coal markets. (3) The investment portfolio and hedging mechanism of the market are established to reduce the risk and help investors obtain higher returns. [ABSTRACT FROM AUTHOR]