There are some studies that either examine the convergence or spillover effect of greenhouse gas emissions (GHGEs) at the country or multiple country level but research on the spillover effect of GHGEs is very limited particularly for the agriculture sector across the major continents. Therefore, this study examined the connectedness across the five major continents namely Asia, Africa, Europe, Oceania and Americas for the period 1961–2018. To achieve the objective, this study applies a very recent time-varying parameter vector autoregressive (TVP-VAR) model. The results obtained from TVP-VAR model indicate that all the five continents are highly interconnected in GHGEs. In particular, the findings show that Asia, Africa and Americas are the main transmitters and Europe and Oceania are the main receivers of GHGEs. The findings suggest that Asia, Africa and Americas should use the economic profits received from the economic integration for the environmental protection policies with more attention. This might help for high economic growth and development with a clean environment.

有一些研究在国家或多个国家层面检查温室气体排放 (GHGE) 的收敛或溢出效应，但对温室气体排放 (GHGE) 溢出效应的研究非常有限，尤其是在主要大陆的农业部门。因此，本研究考察了 1961 年至 2018 年期间亚洲、非洲、欧洲、大洋洲和美洲五大洲的连通性。为实现这一目标，本研究应用了最新的时变参数向量自回归 (TVP-VAR) 模型。TVP-VAR 模型得出的结果表明，五大洲在 GHGE 方面都高度相关。特别是，研究结果表明，亚洲、非洲和美洲是主要的温室气体排放源，欧洲和大洋洲是主要的温室气体接收源。调查结果表明，亚洲，非洲和美洲应将经济一体化带来的经济利益用于更加重视的环境保护政策。这可能有助于在清洁环境下实现高经济增长和发展。