Work

Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic

Year: 2022

Type: article

Source: Energy

DOI: 10.1016/j.energy.2022.124580

Authors: Wei Zhou, Yan Chen, Jin Chen

Institutions: Sichuan University, Yunnan University of Finance And Economics, Kunming University of Science and Technology

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Affordable and clean energy, Climate action

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G1532113797, G764696140

OpenAlex ID: W4283527360

FWCI: 8.153

Cites: 93

Cited by: 49

Related to: 10