Systemic risk and financial contagion across top global energy companies

Volume: 97, Pages: 105221 - 105221
Published: May 1, 2021
Abstract
This study seeks to explore the firm-level interconnections in the fast changing and integrating global energy market. We investigate the risk connectedness using a Value-at-Risk (VaR) measure within a network composed of the top 20 global energy companies recognized by the Platts global energy company rankings, using the Diebold and Yilmaz's (2014) approach. We manage to identify the top risk contributors to the system across companies, regions...
Paper Details
Title
Systemic risk and financial contagion across top global energy companies
Published Date
May 1, 2021
Volume
97
Pages
105221 - 105221
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