An important problem in empirical macroeconomics is that geopolitics can influence economics in the long run. Relations between major powers evolve endogenously with trade, growth, financial conditions, and…
Over the past years, I have worked on a broad set of papers on geopolitical risk, macroeconomic dynamics, and international economics. If I had to identify one paper…
Truly honored to present our research titled Not All Climate Shocks Are Alike: How ENSO Impacts Oil Prices, written with Mauro Gallegati, William Ginn, Solomos Solomou, and Kun…
One ring to rule them all, one ring to find them, One ring to bring them all, and in the darkness bind them; In the Land of Mordor where the…
A lot of my friends, economists or econometricians, do not really like the concept of Granger causality. To some extent, the essence of the concept of Granger causality…
NEW WORKING PAPER: I investigate the dynamic causal impact of geopolitical relationships between the US and China, two major players in the oil markets. Following previous work on…
The Brent-WTI spread has known important evolutions after 2010. While it is well known by practitioners, market participants and academics, it may be useful to recall this point.…
Today, I share a video that I did for the fantastic Youtube channel of Klaus Prettner. I hope it will be useful for students and practitioners. Comments and…
Delighted to announce that I will travel to the US for the first time for a two-day workshop on “Energy Transition and Climate Change” in the city of Redondo…
A recent Bank of England working paper by Simon Lloyd and Ed Manuel suggests using a one-step approach with appropriate controls in the LP estimations. Lloyd, Simon &…
NEW WORKING PAPER: This note explores the impact of geopolitical relationships between the US and China on the oil price. Using time-varying local projections, my analysis reveals that…
Estima, the company that develops and sells the RATS software, has released a new version of their online help. Notably, they incorporated the user guide version of the…
In terms of global oil demand, some believe it. In future years, India may become the new leader in terms of economic growth. Some structural features hinder the…
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,…
Yesterday, I went to Corvinus University to present my paper: How do political tensions and geopolitical risks impact oil prices?, co-authored with Valérie Mignon, in the main research…
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: 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)…
Very honored to contribute my first guest blog post on Econbrowser. I am deeply grateful to Menzie Chinn. Remarks and comments are welcome, as always: https://econbrowser.com/
NEW WORKING PAPER: 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…
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