Magnitude and persistence of extreme risk spillovers in the global energy market : a high-dimensional left-tail interdependence perspective
Bo Zhu, Renda Lin, Jiahao Liu
| Year of publication: |
2020
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|---|---|
| Authors: | Zhu, Bo ; Lin, Renda ; Liu, Jiahao |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 89.2020, p. 1-20
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| Subject: | Energy firm | Extreme risk spillover | Interdependence | Persistence | Spatial heterogeneity | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | Welt | World | Energiewirtschaft | Energy sector | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104761 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517049