Román Ferrer

Universidad de Valencia

Valencia, 46120

Spain

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Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications

Shahzad, S. J. H., Ferrer, R., & Bouri, E. (2022). Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management Implications. Determinants and Portfolio Management Implications. The Energy Journal, 44(6), 211-243.
Number of pages: 48 Posted: 22 Nov 2022 Last Revised: 21 Nov 2023
Syed Jawad Hussain Shahzad, Román Ferrer and Elie Bouri
Montpellier Business School, Universidad de Valencia and Lebanese American University
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Abstract:

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Systemic risk; energy stock returns; tail dependence; network; portfolio implications