Work

Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches

Year: 2020

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2019.104646

Authors: Aviral Kumar Tiwari, Nader Trabelsi, Faisal Alqahtani, Ibrahim D. Raheem

Institutions: South Ural State University, Ton Duc Thang University, Imam Mohammad ibn Saud Islamic University, University of Kairouan

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3000524523

FWCI: 12.11

Cites: 67

Cited by: 80

Related to: 10