Work

Dynamic risk contagion and portfolio management between China’s energy-chemical and carbon markets: A TVP-VAR-DY-based framework

Year: 2025

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s2424786325500276

Authors: Xin Sui, Qi Zhang, Yinwu Liu, Liqi Shen

Institutions: Nanjing University of Finance and Economics, Zhongnan University of Economics and Law

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W7117301318

FWCI:

Cites: 29

Cited by:

Related to: