Narrow search
Showing 1 - 10 of 34
Cover Image
Magnitude and persistence of extreme risk spillovers in the global energy market : a high-dimensional left-tail interdependence perspective
Zhu, Bo; Lin, Renda; Liu, Jiahao - In: Energy economics 89 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012517049
Cover Image
Spillover network of commodity uncertainties
Balli, Faruk; Naeem, Muhammad Abubakr; Shahzad, Syed … - In: Energy economics 81 (2019), pp. 914-927
Persistent link: https://www.econbiz.de/10012173026
Cover Image
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
Cover Image
Does the U.S. economic policy uncertainty connect financial markets? : evidence from oil and commodity currencies
Albulescu, Claudiu Tiberiu; Demirer, Rıza; Raheem, … - In: Energy economics 83 (2019), pp. 375-388
Persistent link: https://www.econbiz.de/10012175739
Cover Image
How to effectively estimate the time-varying risk spillover between crude oil and stock markets? : Evidence from the expectile perspective
Zhang, Yue-jun; Ma, Shu-Jiao - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183423
Cover Image
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
Cover Image
Exogenous shocks and the spillover effects between uncertainty and oil price
Li, Lei; Yin, Libo; Zhou, Yimin - In: Energy economics 54 (2016), pp. 224-234
Persistent link: https://www.econbiz.de/10011662821
Cover Image
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat; Liu, Tengdong; Chang, Chia-Lin; … - In: Energy economics 36 (2013), pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Cover Image
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
Cover Image
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