Malliaris, Anastasios G.; Malliaris, Mary E. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-13
The global financial crisis of 2007-2009 caused major economic disturbances in the oil market. In this paper, we … before, during and after the global financial crisis. We consider five dissimilar regimes during the period of January 1986 … to the end of 2020: two regimes prior to the global financial crisis, the regime during the crisis, and two regimes after …