Assessing contagion in oil markets across eight crisis episodes
This study investigates contagion across oil markets in 22 countries during eight crisis episodes from 2007 to 2023 using linear, asymmetric, and extremal dependence tests alongside network analysis. The combination of these methods provides a comprehensive approach to understanding the transmission...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-05-01
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| Series: | Energy Strategy Reviews |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2211467X25001294 |
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