Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Keywords:
Crude oil
Refined petroleum products
Tail risk spillovers
Dynamic connectedness
TVP-VAR
CAViaR
COVID-19
Note:
This is an open access article under the CC BY-NC-ND license
Citation:
Chatziantoniou, I. (Ioannis); Gabauer, D. (David); Pérez-de-Gracia, F. (Fernando). "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic". Energy Economics. (111), 2022, 106051
Statistics and impact
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