Reinvestigating international crude oil market risk spillovers
Cuixia Jiang, Yuqian Li, Qifa Xu and Jun Wu
| Year of publication: |
2021
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|---|---|
| Authors: | Jiang, Cuixia ; Li, Yuqian ; Xu, Qifa ; Wu, Jun |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2021, 1, p. 25-52
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| Subject: | risk spillovers | oil market | financial market | conditional value-at-risk (CoVaR) | generalized copula autoregressive conditional heteroscedasticity mixed-data sampling (copula-GARCH-MIDAS) | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Welt | World | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2021.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012816795