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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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Extreme risk spillovers between crude palm oil prices and exchange rates
Go, You-How; Lau, Wee-Yeap - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013188167
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Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Zhang, Weiping; Zhuang, Xintian; Wang, Jiang; Lu, Yang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012664822
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Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
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Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan - In: The North American journal of economics and finance : a … 47 (2019), pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
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Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang; Bouri, Elie; Roubaud, David; Shahzad, Syed … - In: Energy economics 75 (2018), pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
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Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
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Tail risk spillovers between Shanghai oil and other markets
Naeem, Muhammad Abubakr; Gul, Raazia; Muhammad Shafiullah; … - In: Energy economics 130 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014559260
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Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang; Li, Yiying; Sun, Xianming; Bu, Ruijun; … - In: Energy economics 126 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014483599