Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis
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DOI: 10.1016/j.eneco.2024.107775
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More about this item
Keywords
Climate risk; Energy market; Risk spillover; Fixed-base extreme difference entropy method; Dynamic heterogeneous network analysis;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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