Has the Causal Nexus of Oil Prices and Consumer Prices Been Asymmetric in the US during the Last Fifteen Decades?

Abdulnasser Hatemi-J and Youssef El-Khatib

Chapter 5 in Risk Factors and Contagion in Commodity Markets and Stocks Markets, 2020, pp 121-131 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionLiterature ReviewThe MethodologyThe Data and the Estimation ResultsConclusionsReferences

Keywords: Risk; Commodity; Commodity Markets; Stock; Risk Contagion; Contagion; Volatility (search for similar items in EconPapers)
JEL-codes: F3 G1 Q43 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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