Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries
Ki-Hong Choi, Ramzi Nekhili, Walid Mensi, Ferihane Zaraa Boubaker, Seong-Min Yoon
| Year of publication: |
2024
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|---|---|
| Authors: | Choi, Ki-hong ; Nekhili, Ramzi ; Mensi, Walid ; Boubaker, Ferihane Zaraa ; Yoon, Seong-min |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 1, Art.-No. 103515, p. 1-25
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| Subject: | Natural gas | Oil | Spillovers | Stock markets | Tail dependence | Aktienmarkt | Stock market | Erdgas | Spillover-Effekt | Spillover effect | Gaswirtschaft | Gas industry | Erdgasmarkt | Natural gas market | Energieversorgung | Energy supply | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103515 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015202585