Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective
Zhu, Bo, Lin, Renda, Liu, JiahaoJournal:
Energy Economics
DOI:
10.1016/j.eneco.2020.104761
Date:
May, 2020
File:
PDF, 1.59 MB
2020
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