Analyzing Energy Risk Spillovers Among G20: Evidence From the TVP-VAR Connectedness Approach
Abdurrahman Nazif ÇatıkEge University, Izmir, TurkiyeÇağla BucakEge University, Izmir, TurkiyeBekhzod KuziboevUrgench State University, Uzbekistan
ABI
Аннотация
This study delves into the dynamics of energy risk spillovers among G20 countries, employing a novel energy risk score variable to identify major energy risk transmitters and receivers. The findings highlight the time-varying nature of these spillovers and provide valuable insights for policymakers striving to bolster energy security and implement sustainable energy policies.
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