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The contagion of extreme risks between fossil and green energy markets: evidence from China - MaRDI portal

The contagion of extreme risks between fossil and green energy markets: evidence from China

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Publication:6587738

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DOI10.1080/14697688.2024.2339374zbMath1542.9106MaRDI QIDQ6587738

Giray Gozgor, Ya Xiao, Feng He, Unnamed Author

Publication date: 14 August 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Risk models (general) (91B05)

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