Risk Spillover Effect from Oil to Chinese New-Energy-Related Stock Markets: An R-vine Copula-Based CoVaR Approach
In this article, an R-vine copula model is proposed to detect the nonlinear interrelationships between the oil market and five Chinese new-energy-related stock markets from 2017 to 2022, i.e., photovoltaic, new energy vehicles, energy storage, wind power, and nuclear power industries. Firstly, the t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/12/1934 |
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