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

引用

页数：11

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