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2022 ◽  
Vol 73 ◽  
pp. 129-139
Author(s):  
Shunsuke Managi ◽  
Mohamed Yousfi ◽  
Younes Ben Zaied ◽  
Nejah Ben Mabrouk ◽  
Béchir Ben Lahouel

2022 ◽  
Vol 43 (4) ◽  
Author(s):  
Nahiyan Faisal Azad ◽  
Apostolos Serletis

2022 ◽  
Vol 75 ◽  
pp. 102512
Author(s):  
Perekunah B. Eregha ◽  
Olalekan B. Aworinde ◽  
Xuan Vinh Vo

2022 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Huthaifa Alqaralleh

Purpose This paper aims to contribute to the clarification of whether the dependence and causality between oil and the macrofundamentals change across different quantiles of the distribution function. Design/methodology/approach Within the context of an asymmetric quantile approach, we drop the assumption that variables operate at the upper tails of the distribution in the way that they operate at the mean. Findings Our innovative approach indicates that the response of oil prices not only differs according to the underlying source of the variables shock but also differs across the quantiles. Originality/value Although a number of recent studies are closely related to our present research, our novel findings offer some important insights that foreshadow the empirical results. The current research addresses to answer the following questions, in sequence: (i) Is there any extreme value dependence between the crude oil and macroeconomic variables? If yes, (ii) is the dependence symmetric or asymmetric? Finally, (iii) can this dependence be driven by the phases of the economic cycle?


2022 ◽  
Vol 10 (1) ◽  
Author(s):  
Mohd Atif ◽  
Mustafa Raza Rabbani ◽  
Hana Bawazir ◽  
Iqbal Thonse Hawaldar ◽  
Daouia Chebab ◽  
...  

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