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A new multilayer network for measuring interconnectedness among the energy firms · Study

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ArticleA new multilayer network for measuring interconnectedness among the energy firms

Zhifeng Dai2023

Article2023

A new multilayer network for measuring interconnectedness among the energy firms

Zhifeng Dai · Rui Tang · Xiaotong Zhang

22 citations·0/0 files stored·Energy Economics

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

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References

1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2016CoVaR

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Details

Year2023

Typearticle

Published2023-07-22

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.eneco.2023.106880

openalex_workW4385076527

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