This paper deals with climate change and nomadic migration relationships at a long term and wide geographical scale using a statistical approach in the vein of Bai and Kung (2011). More precisely, it presents a reassessment of these relationships in a nonlinear world using threshold regressions,...

Using a drifting spillover index approach (Diebold and Yilmaz, 2012) and a continuous time-frequency tool (Torrence and Webster, 1999), this paper attempts to empirically investigate the spillovers and co-movements among commodity and stock prices of major oil-producing and consuming countries....

The current global COVID-19 pandemic is adversely affecting the oil market (West Texas Intermediate) and crypto-assets markets. This paper empirically investigates the extent to which interdependence in markets may be driven by COVID-19 effects. We fit copulas to pairs of before and after...