Risk Spillover of Energy-Related Systems Under a Carbon Neutral Target

Under the background of climate change, the risk spillover within the energy system is constantly intensifying. Clarifying the coupling relationship between entities within the energy system can help policymakers propose more reasonable policy measures and strengthen risk prevention. To estimate the...

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Bibliographic Details
Published in:Energies
Main Authors: Fei Liu, Honglin Yao, Yanan Chen, Xingbei Song, Yihang Zhao, Sen Guo
Format: Article
Language:English
Published: MDPI AG 2025-07-01
Subjects:
risk spillover
dynamic correlation
energy system
market price fluctuation
DCC-GARCH-CoVaR
carbon neutral target
Online Access:https://www.mdpi.com/1996-1073/18/13/3515

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https://www.mdpi.com/1996-1073/18/13/3515

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