Tag: Hidden Asymmetries

Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions

NEW WORKING PAPER: This paper investigates the role of political tensions between the US and China and global market forces in explaining oil price fluctuations. To this end,…

Post date December 17, 2022
Post categories In Working Paper
Tags Hidden Asymmetries, MATLAB Code, Nonlinear Dynamics, Oil market, QARDL, Quantile Regressions, Time-varying, US-China Political Relation

Skin in the game

It was a real pleasure to read this book. Set aside the provocative tone of the author and you will understand why having one’s skin in the game…

Post date April 11, 2019
Post categories In Book
Tags Economic History, Hidden Asymmetries, Nassim Nicholas Taleb

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