How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war
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DOI: 10.1016/j.resourpol.2023.104282
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More about this item
Keywords
Crude oil and exchange rate markets; Geopolitical risks; Spillover drivers; Nonlinearity; Regression;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
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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