Systemic risk spillover of China’s energy industry based on the perspective of volatility decomposition
[Objective] The energy industry is closely related to national security and economic development, and its systemic risks cannot be ignored. This study explored the industry-level volatility interconnections and examined the direction and characteristics of systemic risk spillover from the normal and...
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| Format: | Article |
| Language: | zho |
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Science Press, PR China
2023-03-01
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| Series: | Ziyuan Kexue |
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| Online Access: | https://www.resci.cn/fileup/1007-7588/PDF/1685942467105-937980358.pdf |