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Oil import portfolio risk and spillover volatility

Simona Bigerna (), Carlo Andrea Bollino () and Paolo Polinori

Resources Policy, 2021, vol. 70, issue C

Abstract: The concept of energy security has been recently extended to encompass not only the concept of physical supply availability or concerns about the lack of, but also new aspects related to price stability and affordability. Energy security is viewed, in a financial perspective, as a concept of economic convenience of energy supplies, available from a portfolio of partner countries.

Keywords: Energy security; Vector autoregressive model; Oil imports risk diversification; Risk volatility spillover (search for similar items in EconPapers)
JEL-codes: C58 G11 G32 Q41 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310047

DOI: 10.1016/j.resourpol.2020.101976

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