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risk spillover

1SDG 7 1Sustainable Development Goals 1bond and energy market 1conditional value-at-risk 1dynamic dependence 1energy companies 1high-dimensional network 1systemic risk 1time-varying optimal copula

1Dutta, Anupan 1Jayasekera, Ranadeva 1Luo, Tianqi 1Okhrin, Yarema 1Shahzad, Syed Jawad Hussain 1Yahya, Muhammad

Date

12022 12023

Facets

1SDG 7 1Sustainable Development Goals 1bond and energy market 1conditional value-at-risk 1dynamic dependence 1energy companies 1high-dimensional network 1systemic risk 1time-varying optimal copula

1Dutta, Anupan 1Jayasekera, Ranadeva 1Luo, Tianqi 1Okhrin, Yarema 1Shahzad, Syed Jawad Hussain 1Yahya, Muhammad

Date

12022 12023

Title
Creator
Date

Risk network of global energy markets

- Uddin, Gazi Salah, Luo, Tianqi, Yahya, Muhammad, Jayasekera, Ranadeva, Rahman, Md Lutfur, Okhrin, Yarema

Creator: Uddin, Gazi Salah , Luo, Tianqi , Yahya, Muhammad , Jayasekera, Ranadeva , Rahman, Md Lutfur , Okhrin, Yarema
Resource Type: journal article
Date: 2023

Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas

- Rahman, Md Lutfur, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Dutta, Anupan

Creator: Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Uddin, Gazi Salah , Dutta, Anupan
Resource Type: journal article
Date: 2022

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