Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective
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DOI: 10.1016/j.frl.2023.103990
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More about this item
Keywords
Clean energy companies; Tail risk spillover; Systemic importance; The COVID-19 pandemic; The Russia–Ukraine conflict;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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