The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models-Reference-Cited by-同舟云学术

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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models

Published:2023-07 Issue: Volume:86 Page:616-625
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Peng Wei

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

1. Selection of Value at Risk models for energy commodities;Alessandro;Energy Economics,2018

2. History and prospects of natural gas pricing in continental Europe in conditions of instability of world oil prices;Alexander;European Research Studies Journal,2017

3. Power laws in oil and natural gas production;Andrew;Empirical Economics,2016

4. Money demand sensitivity to interest rates: The case of Japans zero-interest rate policy;Apergis;Asian Economic and Financial Review,2015

5. The dynamic linkages between crude oil and natural gas markets;Batten;Energy Economics,2017

Cited by 2 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

1. Asymmetric dynamic linkage between consumer sentiment, inflation expectations, and international energy prices: Evidence from time-frequency wavelet and nonlinear analysis;PLOS ONE;2024-09-03

2. Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes;Global Finance Journal;2024-09

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