Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective

Author:

Padhan Hemachandra,Kocoglu Mustafa,Tiwari Aviral Kumar,Haouas Ilham

Publisher

Elsevier BV

Reference78 articles.

1. Oil price and economic performance: additional evidence from advanced economies;Adeosun;Res. Policy,2022

2. Macroeconomic effects of crude oil shocks: evidence from south Asian countries;Ahmad;Front. Psychol.,2022

3. Does the US economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies;Albulescu;Energy Econ.,2019

4. Quantile connectedness: modelling tail behaviour in the topology of financial networks;Ando,2018

5. Distribution of the kurtosis statistic b 2 for normal samples;Anscombe;Biometrika,1983

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