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...
محفوظ في:
| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
MDPI AG
2025-11-01
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| سلاسل: | Systems |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.mdpi.com/2079-8954/13/11/1037 |
| الوسوم: |
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