Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model - Zhao, Yu; Chen, Linbo; Zhang, Yu (Energy exploration & exploitation, 2024)
Keywords: Crude oil; Energy; International relations; Natural gas; Political factors; CoVaR; quantile regression; Geopolitical risk; energy market; spillover effect; CAViaR-EGARCH model