Tracing the sources of contagion in the oil-finance nexus
(2022)
Book Chapter
Mahadeo, S., Heinlein, R., & Legrenzi, G. (2022). Tracing the sources of contagion in the oil-finance nexus. In C. Floros, & I. Chatziantoniou (Eds.), Applications in Energy Finance (115-143). Springer. https://doi.org/10.1007/978-3-030-92957-2_5
We introduce an approach to trace the genesis of contagion occurring in the oil-finance nexus, which consolidates veteran non-linear oil price measures derived from the empirical oil literature, to construct a rule-based specification for filtering s... Read More about Tracing the sources of contagion in the oil-finance nexus.