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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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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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The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
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Systemic risk and financial contagion across top global energy companies
Wu, Fei; Zhang, Dayong; Ji, Qiang - In: Energy economics 97 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012820838
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High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
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Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang; Liu, Bing-Yue; Fan, Ying - In: Energy economics 77 (2019), pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
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Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue; Ji, Qiang; Fan, Ying - In: Energy economics 68 (2017), pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
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Modelling the volatility of TOCOM energy futures : a regime switching realised volatility approach
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Marsh, Ian - In: Energy economics 93 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012643308
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An evaluation framework for oil import security based on the supply chain with a case study focused on China
Zhang, Hai-ying; Ji, Qiang; Fan, Ying - In: Energy economics 38 (2013), pp. 87-95
Persistent link: https://www.econbiz.de/10009763635
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A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654