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China’s Energy Risk Spillover Networks Under Major Events and External Uncertainty Shocks: An Analysis Based on LASSO-VAR-DY and TVP-SV-VAR Models

Major events and external uncertainty shocks have made energy risk connectedness increasingly complex. This paper applies a LASSO-regularized VAR combined with the Diebold-Yilmaz connectedness framework (LASSO-VAR-DY) to trace how China’s energy risk spillover effects evolve under major event shocks...

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Main Authors: Tao Xu, Lei Wang, Tingqiang Chen, Xin Zheng
Format: Artigo
Language:Inglês
Published: MDPI AG 2025-11-01
Series:Systems
Subjects:
risk connectedness
uncertainty shocks
spillover effects
LASSO-VAR-DY
TVP-SV-VAR
Online Access:https://www.mdpi.com/2079-8954/13/11/1037
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