Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - 2019
A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into … for systemic risk assessment in countries vulnerable to oil market shocks. We illustrate the procedure using the dynamic …