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Applied Economics Volume 53, 2021 - Issue 58
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Research Article

Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches

Aviral Kumar Tiwaria Department of Finance and Economics, Rajagiri Business School, Kochi, IndiaORCID Iconhttps://orcid.org/0000-0002-1822-9263
ORCID Icon,
Rajesh Pathakb Department of Accounting and Finance, Indian Institute of Management, Raipur, IndiaCorrespondence[email protected]
,
Ranjan DasGuptac Department of Accounting and Finance, Goa Institute of Management, Goa, India
&
Perry Sadorskyd Schulich School of Business, York University, Toronto, Canada
Pages 6770-6788 | Published online: 27 Jul 2021

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Satyaban Sahoo & Sanjay Kumar. (2024) Volatility spillover among the sectors of emerging and developed markets: a hedging perspective. Cogent Economics & Finance 12:1.
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Articles from other publishers (1)

Mohammad Abdullah, Emmanuel Joel Aikins Abakah, G M Wali Ullah, Aviral Kumar Tiwari & Isma Khan. (2023) Tail risk contagion across electricity markets in crisis periods. Energy Economics 127, pages 107100.
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