Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model
This study investigated the spillover effects of geopolitical risks on energy (crude oil, coal and natural gas) markets. The empirical evidence is based on the CoVaR index and the CAViaR-EGARCH model. Results demonstrate that the spillover effects of geopolitical risks on the global energy market ar...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2024-03-01
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| Series: | Energy Exploration & Exploitation |
| Online Access: | https://doi.org/10.1177/01445987231196617 |