A robust hybrid method using dynamic network analysis and Weighted Mahalanobis distance for modeling systemic risk in the international energy market-Reference-Cited by-同舟云学术

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A robust hybrid method using dynamic network analysis and Weighted Mahalanobis distance for modeling systemic risk in the international energy market

Published:2022-05 Issue: Volume:109 Page:105954
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Xiong Shi^ORCID,Chen Weidong

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference51 articles.

1. A theory of systemic risk and design of prudential bank regulation;Acharya;J. Financ. Stab.,2009

2. Acharya, V.V., Pedersen, L.H., Philippon, T., Richardson, M.P., 2012. Measuring Systemic Risk. C.E.P.R. Discussion Papers 29, pp. 85–119.

3. CoVaR;Adrian;Amer. Econ. Rev.,2016

4. Extreme Events in Nature and Society;Albeverio,2006

5. Assessing contagion risk from energy and non-energy commodity markets;Algieri;Energy Econ.,2017

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