Systemic Financial Risk Spillover Between Traditional-Energy and New-Energy Markets: A Quantile Time–Frequency Network with Link Prediction.
Saved in:
| 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 |
|
Full text is not displayed to guests.
Login for full access.
|
|
Be the first to leave a comment!