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1-5 of 5 results for Copula-CoVaR

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

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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

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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: European travel and leisure sector and uncertainties: A risk spillover analysis

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Research article

First published 2023-2

European travel and leisure sector and uncertainties: A risk spillover analysis

Dilip Kumar

Tourism Economics

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