APA (7th ed.) Citation

Orozco-Cerón, O. W., Joaqui-Barandica, O., & Manotas-Duque, D. F. (2025). The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis. Risks, 13(12), 245. https://doi.org/10.3390/risks13120245

Chicago Style (17th ed.) Citation

Orozco-Cerón, Oscar Walduin, Orlando Joaqui-Barandica, and Diego F. Manotas-Duque. "The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis." Risks 13, no. 12 (2025): 245. https://doi.org/10.3390/risks13120245.

MLA (9th ed.) Citation

Orozco-Cerón, Oscar Walduin, et al. "The Sovereign Risk Amplifies ESG Market Extremes: A Quantile-Based Factor Analysis." Risks, vol. 13, no. 12, 2025, p. 245, https://doi.org/10.3390/risks13120245.