Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Year of publication: |
2024
|
---|---|
Authors: | Syuhada, Khreshna ; Hakim, Arief ; Suprijanto, Djoko |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107261, p. 1-21
|
Subject: | Backtesting | Clean energy | Conditional Value-at-Risk | Paris Agreement | Tail dependence | Tail risk connectedness network |
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