Codes and data: Interpretable Machine Learning Unveils Nonlinear Drivers of Global Energy Risk Spillovers: A TVP-VAR Approach

Published: 7 April 2025| Version 1 | DOI: 10.17632/27yhgymr8v.1
Contributor:
Ditian Zhang

Description

Replication files for "Interpretable Machine Learning Unveils Nonlinear Drivers of Global Energy Risk Spillovers: A TVP-VAR Approach" (Economic Modelling).

Files

Categories

Financial Risk

Licence