Risk transmission mechanism between energy markets : a VAR for VaR approach
Yifan Shen, Xunpeng Shi, Hari Malamakkavu Padinjare Variam
| Year of publication: |
September 2018
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|---|---|
| Authors: | Shen, Yifan ; Shi, Xunpeng ; Variam, Hari Malamakkavu Padinjare |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 75.2018, p. 377-388
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| Subject: | Energy market integration | Natural gas | Oil | Risk spillovers | VAR for VaR | VAR-Modell | VAR model | Energiemarkt | Energy market | Risikomaß | Risk measure | Erdgas | Energieversorgung | Energy supply | Erdgasmarkt | Natural gas market | Risiko | Risk | Gaswirtschaft | Gas industry | Ölpreis | Oil price | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.08.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974354