Author:
Gong Xiao-Li,Zhao Min,Wu Zhuo-Cheng,Jia Kai-Wen,Xiong Xiong
Subject
General Energy,Economics and Econometrics
Reference65 articles.
1. Mean–variance–skewness efficient surfaces, Stein’s lemma and the multivariate extended skew-student distribution;Adcock;Eur. J. Oper. Res.,2014
2. Tail risk, systemic risk and spillover risk of crude oil and precious metals;Ahmed;Energy Econ.,2022
3. Quantile connectedness: modeling tail behavior in the topology of financial networks;Ando;Manag. Sci.,2022
4. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness;Asadi;Energy Econ.,2022
5. Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time;Atukeren;Res. Int. Bus. Financ.,2021
Cited by
25 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献