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Browsing by Subject Tail risk spillovers
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 2024 | Extreme downside risk connectedness between green energy and stock markets | Mohammed Alomari; Rim El Khoury; Walid Mensi; Xuan Vinh Vo; Sang Hoon Kang |
| 2023 | Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits | Muhammad Abubakr Naeem; Thi Thu Ha Nguyen; Sitara Karim; Brian M. Lucey |
| 2024 | Tail risk spillovers between Shanghai oil and other markets | Muhammad Abubakr Naeem; Raazia Gul; Muhammad Shafiullah; Sitara Karim; Brian M. Lucey |
