Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model

	Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
	Liu, Bing-Yue 1,2; Ji, Qiang2,3 ; Fan, Ying 4
Source Publication	ENERGY ECONOMICS
	2017
Issue	68 Pages:53-65
Language	英语
Document Type	期刊论文
Identifier	http://ir.casisd.cn/handle/190111/8357
Collection	2016年1月更名为：中国科学院科技战略咨询研究院
Affiliation	1.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China. 2.Chinese Acad Sci, Inst Sci & Dev, Ctr Energy & Environm Policy Res, Beijing 100190, Peoples R China. 3.Univ Chinese Acad Sci, Sch Publ Policy & Management, Beijing 100049, Peoples R China. 4.Beihang Univ, Sch Econ & Management, Beijing 100191, Peoples R China
Recommended Citation GB/T 7714	Liu, Bing-Yue,Ji, Qiang,Fan, Ying. Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model[J]. ENERGY ECONOMICS,2017(68):53-65.
APA	Liu, Bing-Yue,Ji, Qiang,&Fan, Ying.(2017).Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model.ENERGY ECONOMICS(68),53-65.
MLA	Liu, Bing-Yue,et al."Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model".ENERGY ECONOMICS .68(2017):53-65.

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