We put forward the novel concept of energy contagion, i.e. a deepening of energy-finance linkages under crisis periods …-skewness, and co-volatility contagion tests. Our analysis is applied to the oil-exchange rate and oil-stock market relationships of … the small petroleum economy of Trinidad and Tobago. By defining our samples for the contagion measures in terms of calm …

A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … extreme sub-samples for comparing market relationships in the construction of contagion tests. Our original approach is useful …

contagion tests for recipient markets vulnerable to disturbances from this source market. The S&P 500 is decomposed into …

time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher …

A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … extreme subsamples for comparing market relationships in the construction of contagion tests. Our original approach is useful …

contagion tests for recipient markets vulnerable to disturbances from this source market. The S&P 500 is decomposed into …

time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher …

We put forward the novel concept of energy contagion, i.e. a deepening of energy-finance linkages under crisis periods …-skewness, and co-volatility contagion tests. Our analysis is applied to the oil-exchange rate and oil-stock market relationships of … the small petroleum economy of Trinidad and Tobago. By defining our samples for the contagion measures in terms of calm …