Outputs (4)

Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios (2019)
Preprint / Working Paper

Tracing the genesis of contagion in the oil-finance nexus (2019)
Preprint / Working Paper

Energy contagion analysis: A new perspective with application to a small petroleum economy (2019)
Journal Article

© 2019 Elsevier B.V. We put forward the novel concept of energy contagion, i.e. a deepening of energy-finance linkages under crisis conditions in energy markets. Further, we show how to construct tests for energy contagion through correlation, co-ske... Read More about Energy contagion analysis: A new perspective with application to a small petroleum economy.

Connectedness between G10 Currencies: Searching for the Causal Structure (2019)
Preprint / Working Paper