In this study, we introduce a novel time-varying parameter vector autoregressive frequency
connectedness approach to obtain refined measures of the frequency transmission …

This study provides a novel framework for analysing systematic tail risk transmission
mechanisms by combining the Conditional Autoregressive Value-at-Risk (CAViaR) model …

In this study, we investigate dynamic integration and risk transmission among a set of six
well-established crude oil markets by combining frequency connectedness (Barunik and …

The 2020 collapse of crude oil prices into negative territory was unprecedented and
exposed critical vulnerabilities in the global oil supply chain. This review examines the …

This paper studies the role of the US pipeline infrastructure in the country's transition from
coal to natural gas energy. I leverage the Environmental Protection Agency's Mercury and …

This study addresses the need to understand the transmission of tail risk across financial
markets, especially in the context of green energy and stock markets. Utilizing the Time …

I examine the role of the US shale oil boom in driving global oil prices. Using a structural
vector autoregressive (SVAR) model that identifies separate oil supply shocks for the US …

Comparative advantage is a fundamental concept in international trade theory. Standard
trade models typically examine the role of technology, institutions, and factor endowments to …

This paper examines the effects of the US shale oil boom in a two-country DSGE model
where countries produce crude oil, refined oil products, and a non-oil good. The model …

Historically, natural gas prices in the United States are closely linked to supply disruptions in
the Gulf Coast due to the dominance of offshore and Gulf states production. Over the past …