Chongqing Normal University
Jiusheng Chen received his B.S. degree in Chemistry from the Northeast Forest University, China, in 2009, his M.S. degree in Biology from the Chongqing University, in 2013, and his Ph.D. degree in Applied Economics from Chongqing University, Chongqing, China, in 2016. Since 2016, he has been a Lecturer with Chongqing Normal University, Chongqing. His research interests include financial systemic risk and financial risk spillover. He has received the Research Grant from the Social Science Foundation of Chongqing and the Social Science Foundation of Chongqing Education Commission on the financial risk study.
Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach
The author uses the marginal expected shortfall method alongside the Beta-skew-t-exponential generalized autoregressive conditional heteroscedasticity-extreme value theory model and the CoVaR model to investigate risk spillover between the crude oil…