Measuring extreme risk dependence between the oil and gas markets (Q2151640)
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Language | Label | Description | Also known as |
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English | Measuring extreme risk dependence between the oil and gas markets |
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Measuring extreme risk dependence between the oil and gas markets (English)
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5 July 2022
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systemic risk
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VaR
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coVaR
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dynamic copula
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intraday data
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