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