Network analysis of risk transmission among energy futures: An industrial chain perspective

Author:

Ouyang Ruolan,Zhuang Chengkai,Wang Tingting,Zhang Xuan

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference40 articles.

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3. Generalized autoregressive score models with applications;Creal;J. Appl. Econ.,2013

4. Observation-driven mixed-measurement dynamic factor models with an application to credit risk;Creal;Rev. Econ. Stat.,2014

5. Measuring financial asset return and volatility spillovers, with application to global equity markets;Diebold;Econ. J.,2009

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