commodities, and industrial input price shocks. We show that commodities are not all alike. Industrial input price changes are … almost entirely endogenous responses to other shocks. Exogenous oil and food price shocks are relevant drivers of global real … and financial cycles, with food price shocks exerting the greatest influence. We then conduct counterfactual estimations …

measure for market inefficiency. The procedure measures the extent to which observed oil price behaviour deviates from the … varies over time. Second, abrupt increases in inefficiency occur during extreme episodes such as the price downturns …

quantitative measure for market inefficiency. The methodology assesses the deviation of observed oil price behavior from the Random … inefficiency during extreme episodes, such as the price downturns experienced in 2008, 2014, and early 2020. Thirdly, the degree of … discovery is grounded in the observation of more similar price behavior across markets post-2006, the paper establishes a …

explain not only the spread of the disease, but also cross-country spillovers in perceptions about coronavirus risk and in … social distancing behavior. In the early phases of the pandemic, perceptions of coronavirus risk in most countries are …

daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …

Paradox may emerge, it is argued that there is little hope that green replacement technologies will impose hard price …

. Moreover, our results suggest that the way how countries react to world commodity price shocks is related to the underlying …This paper investigates the impact of international shocks - interest rate, commodity price and industrial production …

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on …