Risk dependence between energy corporations : a text-based measurement approach
Jingyu Li, Jianping Li, Xiaoqian Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Jingyu ; Li, Jianping ; Zhu, Xiaoqian |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 68.2020, p. 33-46
|
| Subject: | Financial risk | Risk dependence | Risk factor | Stock co-movement | Text mining | Risiko | Risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Finanzrisiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486292