"Is oil price risk systemic to sectoral equity markets of an oil importing ..."

Aviral Kumar Tiwari et al. (2022)

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DOI: 10.1007/S10479-021-04218-6

access: closed

type: Journal Article

metadata version: 2023-03-21

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Aviral Kumar Tiwari, Sangram Keshari Jena, Satish Kumar, Erik Hille:
Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach. Ann. Oper. Res. 315(1): 429-461 (2022)

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