SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

ArticleShelves

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

Yifan Shen2018

OA

Articlegreen2018

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

Yifan Shen · Xunpeng Shi · Hari Malamakkavu Padinjare Variam

66 citations·0/0 files stored·Energy Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 66 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2004CAViaR 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates 2005Value-at-Risk Prediction: A Comparison of Alternative Strategies 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 2011Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis 2012Volatility spillover between oil and agricultural commodity markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017International risk transmission of stock market movementsarticle · 19 shared references 2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysisarticle · 13 shared references 2015Financial market interdependencies: A quantile regression analysis of volatility spilloverarticle · 12 shared references 2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approacharticle · 12 shared references 2019The economic and financial properties of crude oil: A reviewreview · 9 shared references 2020Is the Korean housing market following Gangnam style?article · 9 shared references

Details

Year2018

Typearticle

Published2018-09-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations66

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.eneco.2018.08.027

openalex_workW2889414396

Links

Imported from OpenAlex (CC0) — nothing here is generated.