Work

Risk transmission mechanism between energy markets: A VAR for VaR approach

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.08.027

Authors: Yifan Shen, Xunpeng Shi, Hari Malamakkavu Padinjare Variam

Institutions: Nanjing Audit University, University of Technology Sydney, National University of Singapore, Hubei University Of Economics, Center of Hubei Cooperative Innovation for Emissions Trading System, Energy Studies Institute

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Affordable and clean energy

Open Access status: green

OpenAlex ID: W2889414396

FWCI: 9.899

Cites: 57

Cited by: 66

Related to: 10