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Articles (15)

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1-10 of 15 results for CoVar

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Select article: Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model

Open access

Research article

First published 2024-3

Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model

Yu Zhao, Linbo Chen, Yu Zhang

Energy Exploration & Exploitation

Select article: Systemic Risk Spillover of Oil,Gold to China Financial Market: New Evidence From a Copula-CoVaR-MODWT Approach

Retricted access

Research article

First published 2025

Systemic Risk Spillover of Oil,Gold to China Financial Market: New Evidence From a Copula-CoVaR-MODWT Approach

Yaling Chen, Qinnan Jiang, Zhifeng Dai

Evaluation Review

Select article: Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets

Retricted access

Research article

First published 2020-06-25

Based on Copula-CoVaR model of risk spillover effect of oil markets and other commodity markets

Chenxiao Tian, Baoshuai Zhang, Jun Duan

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Select article: The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China

Open access

Research article

First published 2021-10

The Risk Spillover Effects of the Real Estate Industry on the Financial Industry: A GARCH-Time-Varying-Copula-CoVaR Approach on China

Yunsong Xu, Hanying Qi, Jiaqi Li [...]

Sage Open

Select article: Analyzing the risk spillovers of international crude oil on China's corn and biofuel ethanol markets: A transition toward green economy and environmental sustainability

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Research article

First published 2024-5

Analyzing the risk spillovers of international crude oil on China's corn and biofuel ethanol markets: A transition toward green economy and environmental sustainability

Jin Zhang, Zhenqing Lin, Jinkai Li

Energy & Environment

Select article: Covar—to Test for Homogeneity of Covariance in a Repeated Measures Design

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Research article

First published 1979-04

Covar—to Test for Homogeneity of Covariance in a Repeated Measures Design

Mitch Karpman

Educational and Psychological Measurement

Select article: Exploration of Systemic Risk Drivers of Listed and Non-listed Indian Shadow Banks: Contemporary Approach

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Research article

First published 2025

Exploration of Systemic Risk Drivers of Listed and Non-listed Indian Shadow Banks: Contemporary Approach

Nandita Bhattacharjee, Ambika Prasad Pati

Vision: The Journal of Business Perspective

Select article: Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period

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Research article

First published 2023-3

Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period

Shivani Narayan, Dilip Kumar

Journal of Emerging Market Finance

Select article: Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies

Retricted access

Research article

First published 2022-06

Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies

Qiang Ji, Ronald D. Ripple, Dayong Zhang [...]

The Energy Journal

Select article: Quiescent variability of cerebral,renal,and splanchnic regional tissue oxygenation in very low birth weight neonates

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Research article

First published 2014-8

Quiescent variability of cerebral,renal,and splanchnic regional tissue oxygenation in very low birth weight neonates

J.P. Mintzer, B. Parvez, M. Chelala [...]

Journal of Neonatal-Perinatal Medicine

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