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Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades?

In: Risk Factors and Contagion in Commodity Markets and Stocks Markets

Author

Listed:
  • Abdulnasser Hatemi-J
  • Youssef El-Khatib

Abstract

The following sections are included:IntroductionLiterature ReviewThe MethodologyThe Data and the Estimation ResultsConclusionsReferences

Suggested Citation

  • Abdulnasser Hatemi-J & Youssef El-Khatib, 2020. "Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades?," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi (ed.), Risk Factors and Contagion in Commodity Markets and Stocks Markets, chapter 5, pages 121-131, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811210242_0005
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    Citations

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    Cited by:

    1. Clement Olalekan Olaniyi & James Temitope Dada & Nicholas Mbaya Odhiambo & Xuan Vinh Vo, 2023. "Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 453-487, February.
    2. Khanday, Ishfaq Nazir & Tarique, Md., 2023. "Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).

    More about this item

    Keywords

    Risk; Commodity; Commodity Markets; Stock; Risk Contagion; Contagion; Volatility;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • F3 - International Economics - - International Finance
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy

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