Assessing contagion in oil markets across eight crisis episodes

This study investigates contagion across oil markets in 22 countries during eight crisis episodes from 2007 to 2023 using linear, asymmetric, and extremal dependence tests alongside network analysis. The combination of these methods provides a comprehensive approach to understanding the transmission...

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Bibliographic Details

Published in:	Energy Strategy Reviews
Main Authors:	Baiyu Liu, Cody Yu-Ling Hsiao, Hsing Hung Chen, Pengyang Li
Format:	Article
Language:	English
Published:	Elsevier 2025-05-01
Subjects:	Contagion Oil COVID-19 Russian-Ukraine war Financial crisis
Online Access:	http://www.sciencedirect.com/science/article/pii/S2211467X25001294