Author:
Liu Siming, ,Gao Honglei,Hou Peng,Tan Yong, ,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Energy Engineering and Power Technology,Fuel Technology,Renewable Energy, Sustainability and the Environment
Reference71 articles.
1. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach;Balcilar M, Hammoudeh S, Toparli E;Energy Econ
2. A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the jordanian stock market;Bouri E;Energy Policy
3. Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model;Ji Q, Liu B, Fan Y;Energy Econ
4. The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method;Li X, Wei Y;Energy Econ
5. Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas;Mensi W, Hammoudeh S, Shahzad S, et al.;Energy Econ
Cited by
15 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