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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business economics and management"
~isPartOf:"Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia"
~person:"Ji, Qiang"
~person:"Khan, Isma"
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Energy economics
Journal of business economics and management
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
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Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
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