Determinants of high crude oil price: a nonstationary extreme value approach (Q2301217)

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Determinants of high crude oil price: a nonstationary extreme value approach
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    Determinants of high crude oil price: a nonstationary extreme value approach (English)
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    24 February 2020
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    high crude oil price
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    extreme value theory
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    Granger causality
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    return levels
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    probability of extreme event
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    risk ratio
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