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...

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Bibliographic Details
Main Authors: Radu Lupu, Adrian Cantemir Călin, Cristina Georgiana Zeldea, Iulia Lupu
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/14/19/6410