From micro risks to macro contagion: assessing systemic risk across the hydrogen energy supply chain with a dynamic factor copula

Finance research letters 2026

View at publisher
Authors: Ling Chen, Lingyun He
DOI: 10.1016/j.frl.2026.109705
Cited by: 0
References: 17

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Banking stability regulation efficiency

Publication details

Journal / source
Finance research letters
Volume
96
Pages
109705–109705
Publication date
26 February 2026
Language
EN