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Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.

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Title: Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.
Authors: Jin, Shang1 (AUTHOR) shangjin2058@163.com, Chen, Zhenlong2 (AUTHOR)
Source: Applied Economics. Jun2026, p1-19. 19p. 4 Illustrations.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 194837393
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.
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  Data: <searchLink fieldCode="AR" term="%22Jin%2C+Shang%22">Jin, Shang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> shangjin2058@163.com</i><br /><searchLink fieldCode="AR" term="%22Chen%2C+Zhenlong%22">Chen, Zhenlong</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Jun2026, p1-19. 19p. 4 Illustrations.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194837393
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/00036846.2026.2692007
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 1
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      – TitleFull: Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.
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            NameFull: Jin, Shang
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            NameFull: Chen, Zhenlong
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            – D: 25
              M: 06
              Text: Jun2026
              Type: published
              Y: 2026
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            – Type: issn-print
              Value: 00036846
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