A study of risk spillover in the crude oil and the natural gas markets
Dilip Kumar
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 18.2017, 6, p. 1465-1477
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| Subject: | Upside risk spillover | downside risk spillover | extreme value theory | value-at-risk | WTI and Brent crude oil | Henry Hub natural gas | Risikomanagement | Risk management | Risikomaß | Risk measure | Spillover-Effekt | Spillover effect | Erdgasmarkt | Natural gas market | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Risiko | Risk | Welt | World | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150917713046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800026