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Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo - In: Energy economics 117 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
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"Carbon" boards and transition risk : explicit and implicit exposure implications for total stock returns and dividends payouts
Mazzarano, Matteo; Guastella, Gianni; Pareglio, Stefano; … - In: Energy economics 137 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015181842
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Impact of climate risk on energy market risk spillover : evidence from dynamic heterogeneous network analysis
Gu, Qinen; Li, Shaofang; Tian, Sihua; Wang, Yuyouting - In: Energy economics 137 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015182010
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Short-term risk management of electricity retailers under rising shares of decentralized solar generation
Russo, Marianna; Kraft, Emil; Bertsch, Valentin; Keles, … - In: Energy economics 109 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013283857
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The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
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Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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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
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Risk transmission mechanism between energy markets : a VAR for VaR approach
Shen, Yifan; Shi, Xunpeng; Variam, Hari Malamakkavu … - In: Energy economics 75 (2018), pp. 377-388
Persistent link: https://www.econbiz.de/10011974354
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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
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Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian; Tso, Kwok Fai Geoffrey; Zou, Yingchao; Liu, Jia - In: Energy economics 76 (2018), pp. 574-583
Persistent link: https://www.econbiz.de/10011976731