Measuring extreme risk dependence between the oil and gas markets (Q2151640)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring extreme risk dependence between the oil and gas markets |
scientific article |
Statements
Measuring extreme risk dependence between the oil and gas markets (English)
0 references
5 July 2022
0 references
systemic risk
0 references
VaR
0 references
coVaR
0 references
dynamic copula
0 references
intraday data
0 references
0 references
0 references
