Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Qichang Xie, Tingwei Fang, Xueyun Rong, Xin Xu
| Year of publication: |
2024
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| Authors: | Xie, Qichang ; Fang, Tingwei ; Rong, Xueyun ; Xu, Xin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103162, p. 1-13
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| Subject: | Energy stock | Nonlinear impacts | Risk warning | Tail risk resonance | TENET method | Risiko | Risk | Aktienmarkt | Stock market | Risikomanagement | Risk management | Volatilität | Volatility | Welt | World | Börsenkurs | Share price | Energiewirtschaft | Energy sector | Frühwarnsystem | Early warning system | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543522