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Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna; Hakim, Arief; Suprijanto, Djoko - In: Energy economics 129 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
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Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang; Zhang, Zhengjun - In: Energy economics 110 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
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Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 86 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
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Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan Carlos - In: Energy economics 48 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011533695
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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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Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo - In: Energy economics 117 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat - In: Energy economics 101 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013161743