Is there dependence and systemic risk between oil and renewable energy stock prices?

Energy Economics

Volumn 48, Issue , 2015, Pages 32-45

  Reboredo, Juan C ^a  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

Author keywords

Conditional value at risk; Copulas; Oil prices; Renewable energy; Systemic risk

Indexed keywords

COSTS; FINANCIAL MARKETS; RENEWABLE ENERGY RESOURCES; RISK MANAGEMENT; VALUE ENGINEERING;

CONDITIONAL VALUE-AT-RISK; COPULAS; OIL PRICES; RENEWABLE ENERGIES; SYSTEMIC RISKS;

RISK ASSESSMENT;

ALTERNATIVE ENERGY; ENERGY MARKET; ENERGY POLICY; OIL SUPPLY; PRICE DYNAMICS; RENEWABLE RESOURCE; RISK ASSESSMENT;

EID: 84920982918     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2014.12.009     Document Type: Article

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