Joint extreme risk of energy prices-evidence from European energy markets

被引：2
|
作者：
Sun, Yiqun [1 ]
Ji, Hao [1 ]
Cai, Xiurong [1 ]
Li, Jiangchen [1 ]
机构：
[1] Northwest A&F Univ, Coll Econ & Management, 3 Taicheng Rd, Yangling 712100, Shaanxi, Peoples R China
来源：
FINANCE RESEARCH LETTERS | 2023年 / 56卷
关键词：
Joint extreme events; Integer GARCH; Negative binomial distribution; Interventional analysis; INTERVENTIONS; VOLATILITY;
D O I：
10.1016/j.frl.2023.104036
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The key contributions joint events involving pricing. It may help balanced in the event risk of price spikes expenses or raising CRediT authorship Yiqun Sun: Conceptualization, Methodology, Writing
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收藏
页数：11
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