Tail risk connectedness in the refined petroleum market : a first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Perez de Gracia
| Year of publication: |
2022
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|---|---|
| Authors: | Chatziantoniou, Ioannis ; Gabauer, David ; Perez de Gracia, Fernando |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-11
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| Subject: | CAViaR | COVID-19 | Crude oil | Dynamic connectedness | Refined petroleum products | Tail risk spillovers | TVP-VAR | Coronavirus | Ölmarkt | Oil market | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic | Welt | World | Ölpreis | Oil price | Mineralölprodukt | Petroleum product | Risiko | Risk | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350088