Nantes, 44000
France
University of Nantes - LEMNA
Oil supply news shocks, Global oil market, Max-Share methodology, Non-fundamentalness, Structural Non-causal VAR
Commodity Financialization; Style effect; Cross-market linkages; Financial crisis; RSDC model
energy prices, natural gas, Bayesian VAR, price forecasting, real-time data, temperature
exchange rate pass-through, Japan, import prices, domestic prices, TVP-FAVAR model
