Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?

Financial risk network architecture of energy firms

(2018) Natalia Restrepo et al.   APPLIED ENERGY

The Gaussian Graphical Model in Cross-Sectional and Time-Series Data

(2018) Sacha Epskamp et al.   MULTIVARIATE BEHAVIORAL RESEARCH

OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics

(2017) Dawud Ansari   ENERGY POLICY

Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models

(2017) Emilie Devijver et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Conditional graphical models for systemic risk estimation

(2016) Paola Cerchiello et al.   EXPERT SYSTEMS WITH APPLICATIONS

Graphical Network Models for International Financial Flows

(2016) P. Giudici et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Systemic risk in the energy sector—Is there need for financial regulation?

(2015) Marco Kerste et al.   ENERGY POLICY

An Equivalent Measure of Partial Correlation Coefficients for High-Dimensional Gaussian Graphical Models

(2015) Faming Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Features and evolution of international crude oil trade relationships: A trading-based network analysis

(2014) Haizhong An et al.   ENERGY

Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports

(2014) Yuying Yang et al.   ENERGY

Competition, transmission and pattern evolution: A network analysis of global oil trade

(2014) Hai-Ying Zhang et al.   ENERGY POLICY

The evolution of communities in the international oil trade network

(2014) Weiqiong Zhong et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Oil Price Volatility and Bilateral Trade

(2013) Shiu-Sheng Chen et al.   ENERGY JOURNAL

Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence

(2013) Jian Yang et al.   MANAGEMENT SCIENCE

Graph Selection with GGMselect

(2012) Christophe Giraud et al.   Statistical Applications in Genetics and Molecular Biology

Oil Risk in Oil Stocks

(2011) Bert Scholtens  et al.   ENERGY JOURNAL

Identifying the community structure of the international-trade multi-network

(2011) Matteo Barigozzi et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS