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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
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Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate
Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149
Persistent link: https://www.econbiz.de/10012202498