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Tracing the Sources of Contagion in the Oil-Finance Nexus (2022)
Book Chapter
Legrenzi. (2022). Tracing the Sources of Contagion in the Oil-Finance Nexus. In Applications in Energy Finance, The Energy Sector, Economic Activity, Financial Markets, and the Environment (115-143). 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.