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~isPartOf:"Energy economics"
~isPartOf:"Technological forecasting & social change : an international journal"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~person:"Ji, Qiang"
~person:"Riahi, Keywan"
~subject:"CoVaR"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Energy economics
Technological forecasting & social change : an international journal
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Do oil shocks affect Chinese bank risk?
Ma, Yu
;
Zhang, Yang
;
Ji, Qiang
- In:
Energy economics
96
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012817907
Saved in:
2
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
3
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
4
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
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