Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios
(2019)
Working Paper
Mahadeo, S. M. R., Heinlein, R., & Legrenzi, G. D. Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios
All Outputs (4)
Tracing the genesis of contagion in the oil-finance nexus (2019)
Working Paper
Mahadeo, S. M., Heinlein, R., & Legrenzi, G. D. Tracing the genesis of contagion in the oil-finance nexus
Energy contagion analysis: A new perspective with application to a small petroleum economy (2019)
Journal Article
Mahadeo, S., Heinlein, R., & Legrenzi, G. D. (2019). Energy contagion analysis: A new perspective with application to a small petroleum economy. Energy Economics, 80, 890-903. https://doi.org/10.1016/j.eneco.2019.02.007© 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)
Working Paper
Bettendorf, T., & Heinlein, R. Connectedness between G10 Currencies: Searching for the Causal Structure