Systemic Risk Spillovers in the European Energy Sector
In this article, we aim to study systemic risk spillovers for European energy companies and to determine the spillover network of the energy sector with other economic sectors. To examine the spillovers within the energy sector, we employ three systemic risk measures. We then embed the results of th...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-10-01
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Series: | Energies |
Subjects: | |
Online Access: | https://www.mdpi.com/1996-1073/14/19/6410 |