Does M&A activity spin the cycle of energy prices?
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DOI: 10.1016/j.eneco.2024.107781
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More about this item
Keywords
Crude oil; Natural gas; Quantile connectedness; Time-varying causality; COVID-19; 2022 Russia-Ukraine conflict;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
Statistics
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