Work

Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.08.015

Authors: Qiang Ji, Elie Bouri, David Roubaud, Syed Jawad Hussain Shahzad

Institutions: Chinese Academy of Sciences, Institutes of Science and Development, University of Chinese Academy of Sciences, Holy Spirit University of Kaslik, MBS School of Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Zero hunger, Climate action

Open Access status: closed

Funders: National Natural Science Foundation of China, Youth Innovation Promotion Association of the Chinese Academy of Sciences

Awards: G2247353731, G3646312757, 国际石油市场微观-宏观行为规律与复杂机理研究

OpenAlex ID: W2887862704

FWCI: 43.78

Cites: 47

Cited by: 278

Related to: 10