APA (7th ed.) Citation

Jin, W., Yuan, D., Wang, P., & Li, S. (2026). Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction. International Journal of Financial Studies, 14(9), 242. https://doi.org/10.3390/ijfs14090242

Chicago Style (17th ed.) Citation

Jin, Wenxuan, Di Yuan, Peilin Wang, and Sufang Li. "Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction." International Journal of Financial Studies 14, no. 9 (2026): 242. https://doi.org/10.3390/ijfs14090242.

MLA (9th ed.) Citation

Jin, Wenxuan, et al. "Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction." International Journal of Financial Studies, vol. 14, no. 9, 2026, p. 242, https://doi.org/10.3390/ijfs14090242.