Systemic Risk Assessment of the Capital Market: Based on the Decomposition of Oil Shock Effects in the SVAR-Copula-GARCH Framework. Management Strategies and Engineering Sciences, [S. l.], p. 75–83, 2025. Disponível em: https://msesj.com/index.php/mses/article/view/243.. Acesso em: 26 jul. 2025.