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Systemic risk in the energy sector—Is there need for financial regulation?
10 references·9 citing·48 second hop
Systemic risk in the energy sector—Is there need for financial regulation? (2014)Systemic risk in the energy sector—Is the…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…Regulating Systemic Risk: Towards an Analytical Framework (2011)Regulating Systemic Risk: Tow…CoVaR (2011)CoVaRThis time is different: eight centuries of financial folly (2010)This time is different: eight…Measuring Systemic Risk (2010)Measuring Systemic RiskThis Time Is Different (2009)This Time Is DifferentInput-output analysis foundations and extensions (2009)Input-output analysis foundat…The Real Effect of Banking Crises (2005)The Real Effect of Banking Cr…Volatility and commodity price dynamics (2004)Volatility and commodity pric…Study on the impact of green digital finance on low-carbon transition of energy consumption structure under multidimensional perspective-empirical evidence from China (2024)Study on the impact of green …Commonality in systemic risk from green and conventional energy (2024)Commonality in systemic risk …Systemic risk in non financial companies: Does governance matter? (2023)Systemic risk in non financia…Default clustering of the nonfinancial sector and systemic risk: Evidence from China (2021)Default clustering of the non…Risk dependence between energy corporations: A text-based measurement approach (2020)Risk dependence between energ…Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective (2020)Magnitude and persistence of …New Challenge and Research Development in Global Energy Financialization (2019)New Challenge and Research De…International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands (2019)International trade, foreign …The demand of energy from an optimal portfolio choice perspective (2017)The demand of energy from an …Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The European Sovereign Debt Crisis (2012)Populism and the economics of globalization (2018)Systemic Banking Crises Database II (2020)Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics and Crashes (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Neglected risks, financial innovation, and financial fragility (2011)Climate Change and Long-Run Discount Rates: Evidence from Real Estate (2021)Financial Dependence and Growth (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Handbook of Economic Growth (2005)Banking crises, financial dependence, and growth☆ (2007)Finance and inequality: Channels and evidence (2007)Banking Crises: An Equal Opportunity Menace (2008)The Federal Reserve’s Commercial Paper Funding Facility (2010)The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis (2013)Principles of Banking Regulation (2019)The Pricing of Options on Assets with Stochastic Volatilities (1987)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Modelling oil price volatility (2007)Energy prices, volatility, and the stock market: Evidence from the Eurozone (2009)Commodity Price Volatility and the Economic Uncertainty of Pandemics (2020)The Pricing of Options and Corporate Liabilities (1973)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Where the Risks Lie: A Survey on Systemic Risk (2015)TENET: Tail-Event driven NETwork risk (2016)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)SRISK: A conditional capital shortfall measure of systemic risk (2017)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis (2012)Financial Network Systemic Risk Contributions (2014)Systemic risk and the macroeconomy: An empirical evaluation (2016)Technology, International Trade, and Pollution from US Manufacturing (2009)Simulation methods to assess the danger of contagion in interbank markets (2010)Covid-19 lockdowns, income distribution, and food security: An analysis for South Africa (2020)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Bubbles, Financial Crises, and Systemic Risk (2013)
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References

  • 2009Input-output analysis foundations and extensions5,064 cited
  • 2009This Time Is Different3,448 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2005The Real Effect of Banking Crises774 cited
  • 2010This time is different: eight centuries of financial folly744 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2011CoVaR546 cited
  • 2010Measuring Systemic Risk432 cited
  • 2004Volatility and commodity price dynamics351 cited
  • 2011Regulating Systemic Risk: Towards an Analytical Framework58 cited

Cited by

  • 2024Study on the impact of green digital finance on low-carbon transition of energy consumption structure under multidimensional perspective-empirical evidence from China46 cited
  • 2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands42 cited
  • 2020Magnitude and persistence of extreme risk spillovers in the global energy market: A high-dimensional left-tail interdependence perspective33 cited
  • 2019New Challenge and Research Development in Global Energy Financialization30 cited
  • 2023Systemic risk in non financial companies: Does governance matter?

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27 cited
  • 2020Risk dependence between energy corporations: A text-based measurement approach26 cited
  • 2017The demand of energy from an optimal portfolio choice perspective24 cited
  • 2024Commonality in systemic risk from green and conventional energy24 cited
  • 2021Default clustering of the nonfinancial sector and systemic risk: Evidence from China23 cited