Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
Ji, Qiang, Liu, Bing-Yue, Nehler, Henrik, Uddin, Gazi SalahLanguage:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2018.10.010
Date:
October, 2018
File:
PDF, 1.41 MB
english, 2018