FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3213566627> ?p ?o ?g. }

• W3213566627 endingPage "699" @default.
• W3213566627 startingPage "691" @default.
• W3213566627 abstract "We extend the literature on the effect of rare disaster risks on commodities by examining the effect of the El Niño-Southern Oscillation (ENSO) on crude oil via the recently developed kth order nonparametric causality-in-quantile framework, utilizing a long-range historical data set spanning the period 1876:01 to 2021:04. The methodology allows us to test for the predictive role of ENSO over the entire conditional distribution of not only real oil returns but also its volatility, by controlling for misspecification due to uncaptured nonlinearity and regime changes. Empirical findings show that the Southern Oscillation Index (SOI), measuring the ENSO cycle, not only predicts real West Texas Intermediate (WTI) oil returns of the United States (US), but also volatility, over the entirety of the respective conditional distributions. The findings highlight the role of rare disaster risks over not only financial markets, but also commodities with significant implications for policymakers and investors." @default.
• W3213566627 created "2021-11-22" @default.
• W3213566627 creator A5015669404 @default.
• W3213566627 creator A5049480238 @default.
• W3213566627 creator A5049751786 @default.
• W3213566627 creator A5083748293 @default.
• W3213566627 date "2021-11-15" @default.
• W3213566627 modified "2023-10-13" @default.
• W3213566627 title "Effect of rare disaster risks on crude oil: evidence from El Niño from over 145 years of data" @default.
• W3213566627 cites W1507259579 @default.
• W3213566627 cites W1754445861 @default.
• W3213566627 cites W1897029126 @default.
• W3213566627 cites W2001992115 @default.
• W3213566627 cites W2015857797 @default.
• W3213566627 cites W2023645758 @default.
• W3213566627 cites W2045865139 @default.
• W3213566627 cites W2050825480 @default.
• W3213566627 cites W2059131670 @default.
• W3213566627 cites W2098265954 @default.
• W3213566627 cites W2135273728 @default.
• W3213566627 cites W2145339411 @default.
• W3213566627 cites W2171770571 @default.
• W3213566627 cites W2261739459 @default.
• W3213566627 cites W2265671773 @default.
• W3213566627 cites W2271973415 @default.
• W3213566627 cites W2283133079 @default.
• W3213566627 cites W2286164342 @default.
• W3213566627 cites W2529348320 @default.
• W3213566627 cites W2556719170 @default.
• W3213566627 cites W2572501969 @default.
• W3213566627 cites W2588574084 @default.
• W3213566627 cites W2590893560 @default.
• W3213566627 cites W2614120421 @default.
• W3213566627 cites W2744474399 @default.
• W3213566627 cites W2753449905 @default.
• W3213566627 cites W2754616373 @default.
• W3213566627 cites W2767499149 @default.
• W3213566627 cites W2777726951 @default.
• W3213566627 cites W2779302751 @default.
• W3213566627 cites W2790023465 @default.
• W3213566627 cites W2803988513 @default.
• W3213566627 cites W2898256219 @default.
• W3213566627 cites W2917132126 @default.
• W3213566627 cites W2931083542 @default.
• W3213566627 cites W2942246517 @default.
• W3213566627 cites W2947747368 @default.
• W3213566627 cites W2963725955 @default.
• W3213566627 cites W2972654004 @default.
• W3213566627 cites W3016293336 @default.
• W3213566627 cites W3026858832 @default.
• W3213566627 cites W3044029589 @default.
• W3213566627 cites W3080592204 @default.
• W3213566627 cites W3121328226 @default.
• W3213566627 cites W3123393967 @default.
• W3213566627 cites W3123851926 @default.
• W3213566627 cites W3124256151 @default.
• W3213566627 cites W3124858585 @default.
• W3213566627 cites W3125459210 @default.
• W3213566627 cites W3138648165 @default.
• W3213566627 cites W3166219252 @default.
• W3213566627 cites W3183251446 @default.
• W3213566627 cites W4232651013 @default.
• W3213566627 cites W4254364814 @default.
• W3213566627 cites W4376848388 @default.
• W3213566627 cites W778580448 @default.
• W3213566627 doi "https://doi.org/10.1007/s00704-021-03856-x" @default.
• W3213566627 hasPublicationYear "2021" @default.
• W3213566627 type Work @default.
• W3213566627 sameAs 3213566627 @default.
• W3213566627 citedByCount "13" @default.
• W3213566627 countsByYear W32135666272021 @default.
• W3213566627 countsByYear W32135666272022 @default.
• W3213566627 countsByYear W32135666272023 @default.
• W3213566627 crossrefType "journal-article" @default.
• W3213566627 hasAuthorship W3213566627A5015669404 @default.
• W3213566627 hasAuthorship W3213566627A5049480238 @default.
• W3213566627 hasAuthorship W3213566627A5049751786 @default.
• W3213566627 hasAuthorship W3213566627A5083748293 @default.
• W3213566627 hasBestOaLocation W32135666272 @default.
• W3213566627 hasConcept C102366305 @default.
• W3213566627 hasConcept C106159729 @default.
• W3213566627 hasConcept C118671147 @default.
• W3213566627 hasConcept C127313418 @default.
• W3213566627 hasConcept C149782125 @default.
• W3213566627 hasConcept C162324750 @default.
• W3213566627 hasConcept C49204034 @default.
• W3213566627 hasConcept C507956050 @default.
• W3213566627 hasConcept C70784835 @default.
• W3213566627 hasConcept C91602232 @default.
• W3213566627 hasConceptScore W3213566627C102366305 @default.
• W3213566627 hasConceptScore W3213566627C106159729 @default.
• W3213566627 hasConceptScore W3213566627C118671147 @default.
• W3213566627 hasConceptScore W3213566627C127313418 @default.
• W3213566627 hasConceptScore W3213566627C149782125 @default.
• W3213566627 hasConceptScore W3213566627C162324750 @default.
• W3213566627 hasConceptScore W3213566627C49204034 @default.
• W3213566627 hasConceptScore W3213566627C507956050 @default.
• W3213566627 hasConceptScore W3213566627C70784835 @default.

• next