Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Khreshna Syuhada, Arief Hakim, Djoko Suprijanto
| Year of publication: |
2024
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|---|---|
| Authors: | Syuhada, Khreshna ; Hakim, Arief ; Suprijanto, Djoko |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107261, p. 1-21
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| Subject: | Backtesting | Clean energy | Conditional Value-at-Risk | Paris Agreement | Tail dependence | Tail risk connectedness network | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Erneuerbare Energie | Renewable energy | Risikomanagement | Risk management | Welt | World | Statistische Verteilung | Statistical distribution | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107261 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014558988