Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective-Reference-Cited by-同舟云学术

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Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective

Published:2020-06 Issue: Volume:89 Page:104761
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Zhu Bo,Lin Renda,Liu Jiahao

Funder

National Natural Science Foundation of China

National Social Science Foundation of China

Fundamental Research Funds for the Central Universities of China

Southwestern University of Finance and Economics

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference54 articles.

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2. CoVaR;Adrian;Am. Econ. Rev.,2016

3. Oil volatility, oil and gas firms and portfolio diversification;Antonakakis;Energy Econ.,2018

4. Return and volatility transmission between world oil prices and stock markets of the GCC countries;Arouri;Econ. Model.,2011

5. Testing for market integration crude oil, coal, and natural gas;Bachmeier;Energy J.,2006

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