Narrow search
Showing 1 - 4 of 4
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
Cover Image
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
Cover Image
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