기사
Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks
- 개인저자
- Elie Bouri and Syed Jawad Hussain Shahzad
- 수록페이지
- 117~142 p.
- 발행일자
- 2022.12.31
- 출판사
- International Association for Energy Economics
미리보기

Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks.pdfPDF
첨부
번호 | 제목 | 유형 | |||
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1 | Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks.pdf | 19.4 MB |
- 1Network Topology of Dynamic Credit Default Swap Curves of Energy Firms and the Role of Oil Shocks.pdfPDF19.4 MB
- 권/호
- v.43 Special Issue
- 발행일
- 2022.12.31
- 구독상태
기사명 | 저자 | 페이지 | 내용보기 |
---|---|---|---|
Introduction to the Special Issue on "Energy Market Transition, Financialization and Integration" | Qiang Ji, Ronald D. Ripple, and Dayong Zhang | 1~4 | |
News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices | Oguzhan Cepni, Duc Khuong Nguyen, and Ahmet Sensoy | 5~34 | |
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives | Giacomo Morelli | 35~64 | |
Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies | Qiang Ji, Ronald D. Ripple, Dayong Zhang, and Yuqian Zhao | 65~88 | |
Oil Price Shocks and Bank Risk around the World | Yi Jin, Pengxiang Zhai, and Zhaobo Zhu | 89~116 |
- Introduction to the Special Issue on "Energy Market Transition, Financialization and Integration"
- News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices
- Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives
- Cryptocurrency Bubble on the Systemic Risk in Global Energy Companies
- Oil Price Shocks and Bank Risk around the World
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