Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
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Title
Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective
Authors
Keywords
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Journal
ENERGY ECONOMICS
Volume 121, Issue -, Pages 106678
Publisher
Elsevier BV
Online
2023-04-22
DOI
10.1016/j.eneco.2023.106678
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