Tail risk contagion across electricity markets in crisis periods
Year of publication: |
2023
|
---|---|
Authors: | Abdullah, Mohammad ; Abakah, Emmanuel Joel Aikins ; Ullah, G. M. Wali ; Tiwari, Aviral Kumar ; Khan, Isma |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 2, p. 1-23
|
Subject: | Geopolitical risk | Spillover | Electricity markets | CAViaR | Electricity derivatives | QVAR | Tail risk contagion | Elektrizitätswirtschaft | Electric power industry | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Risikomaß | Risk measure | Elektrizität | Electricity | Risikomanagement | Risk management | Derivat | Derivative | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | Energiemarkt | Energy market |
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