Pages that link to "Item:Q2151640"
From MaRDI portal
The following pages link to Measuring extreme risk dependence between the oil and gas markets (Q2151640):
Displaying 12 items.
- Risk aversion in imperfect natural gas markets (Q1751818) (← links)
- Oil price risk exposure of BRIC stock markets and hedging effectiveness (Q2150849) (← links)
- Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence (Q2150861) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577) (← links)
- Fondements de la théorie des valeurs extrêmes, ses principales applications et son apport à la gestion des risques du marché pétrolier (Q3655503) (← links)
- Risk spillover effect between oil and exchange rates: based on MV-CAViaR model (Q4688946) (← links)
- A study on the risk spillover effect based on copula-GH-CoVaR model (Q5209446) (← links)
- The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)
- Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19 (Q6148794) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
- The nexus between black and digital gold: evidence from US markets (Q6547058) (← links)
