TY  - JOUR
AU  - Md Lutfur Rahman
AU  - Syed Jawad Hussain Shahzad
AU  - Gazi Salah Uddin
AU  - Anupam Dutta
PY  - 2022/01//
TI  - Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas
JO  - The Energy Journal
VL  - Volume 43
DO  - 10.5547/01956574.43.1.mrah
IS  - 1
KW  - Dynamic dependence
KW  - Risk spillover
KW  - Bond and energy market
KW  - Time-varying optimal copula
KW  - Conditional value-at-risk
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3783