Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets
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DOI: 10.1016/j.irfa.2024.103162
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More about this item
Keywords
Energy stock; Tail risk resonance; TENET method; Nonlinear impacts; Risk warning;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G01 - Financial Economics - - General - - - Financial Crises
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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