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Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction.

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Bibliographic Details
Title: Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction.
Authors: Jin, Wenxuan1 (AUTHOR), Yuan, Di2 (AUTHOR), Wang, Peilin3 (AUTHOR), Li, Sufang4 (AUTHOR) lisufang@zuel.edu.cn
Source: International Journal of Financial Studies. Sep2026, Vol. 14 Issue 9, p242. 39p.
Database: Business Source Ultimate
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Description
ISSN:22277072
DOI:10.3390/ijfs14090242