The dependence and risk spillover between economic uncertainties and the crude oil market: new evidence from a Copula-CoVaR approach incorporating the decomposition technique.

Zhang, Tingting; Tang, Zhenpeng

Zhang, Tingting; Tang, Zhenpeng.

Afiliação

Zhang T; School of economics and management, Fujian Agriculture and Forestry University, Fuzhou, 350002, China.
Tang Z; School of economics and management, Fujian Agriculture and Forestry University, Fuzhou, 350002, China. zhenptaf@126.com.

Environ Sci Pollut Res Int ; 30(47): 104116-104134, 2023 Oct.

Article em En | MEDLINE | ID: mdl-37698792

Assuntos

Tomada de Decisões; Petróleo; Incerteza; Benchmarking; Lacunas de Evidências

Palavras-chave

Crude oil market; Economic uncertainty; Empirical mode decomposition; Time-varying Copula-CoVaR model

Texto completo

Adicionar na Minha BVS

Imprimir

XML

PubMed Links

Buscar no Google

Texto completo: 1 Base de dados: MEDLINE Assunto principal: Petróleo / Tomada de Decisões Tipo de estudo: Etiology_studies / Health_economic_evaluation / Prognostic_studies / Risk_factors_studies Idioma: En Revista: Environ Sci Pollut Res Int Ano de publicação: 2023 Tipo de documento: Article País de afiliação: China

Texto completo

Adicionar na Minha BVS

Imprimir

XML

PubMed Links

Buscar no Google