Geopolitical risk and oil prices: When refining capacities are targeted
As we recall in a recent article, written with Valérie Mignon, oil production facilities may be military objectives during a war or a conflict: Mignon, V., & Saadaoui,…
As we recall in a recent article, written with Valérie Mignon, oil production facilities may be military objectives during a war or a conflict: Mignon, V., & Saadaoui,…
NEW PUBLICATION: The paper adds to the literature on the issue of public debt in African economies, by investigating the role foreign exchange reserves play in improving the…
Last week, I saw this picture in a post written by Ziad Daoud, the Chief Emerging Markets Economist at Bloomberg. It would be interesting to explore if ex-ante…
Today, let me draw your attention to two recent papers published in the Journal of Econometrics that deal with the Local Projection (LP) method introduced by Òscar Jordà…
Le lundi 12 février prochain, j’aurai le grand plaisir d’animer une leçon doctorale à l’école doctorale Augustin Cournot (ED 221) — Université de Strasbourg. Risques géopolitiques, tensions politiques…
NEW PUBLICATION: The global financial crisis has brought increased attention to the consequences of international reserves holdings. In an era of high financial integration, we investigate the relationship…
This post has been inspired by a fascinating discussion with Hiro Ito, Eric Clower and Kamila Kuziemska-Pawlak. In an old paper of mine (https://doi.org/10.1016/j.econmod.2015.02.007) written in 2015, I…
NEW PUBLICATION: This paper assesses the effect of US–China political relationships and geopolitical risks on oil prices. To this end, we consider two quantitative measures, the Political Relationship Index (PRI)…
After a first blog presenting our paper on Artificial Intelligence and a second one presenting the Mathematica notebook that explains step-by-step the calculations. Let me draw your attention…
The compagnon notebook for our paper has been selected into the Staff Picks into the Wolfram community blog: https://community.wolfram.com/groups/-/m/t/3068735 This notebook aims to replicate all the computations in…
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