Economic and geopolitical uncertainty vs energy variables: exploring connectedness in the LNG freight market
Author:
Affiliation:
1. School of Business and Economics, Deree – The American College of Greece, Athens, Greece
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/03088839.2024.2342784
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1. Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
2. Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model
3. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
4. Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach
5. An Empirical Quantile Function for Linear Models with iid Errors
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