Tail risk connectedness in clean energy and oil financial market

This research investigates the connectedness and the tail risk spillover between clean energy and oil firms, from January 2011 to October 2021. To this, we use the Tail-Event driven NETworks (TENET) risk model. This approach allows for a measurement of the dynamics of tail-risk spillover for each se...

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Detalles Bibliográficos
Autores principales: Foglia, Matteo, Angelini, Eliana, Huynh, Toan Luu Duc
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9107911/
https://www.ncbi.nlm.nih.gov/pubmed/35600508
http://dx.doi.org/10.1007/s10479-022-04745-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9107911/
https://www.ncbi.nlm.nih.gov/pubmed/35600508
http://dx.doi.org/10.1007/s10479-022-04745-w

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