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oil demand, oil price, oil supply, OPEC, shale oil
Oil prices, VAR, Proxy-SVAR, Sign Restrictions
banking crises, financial conditions, quantile regressions, spillovers, SVARs
oil prices, proxy-SVAR, sign restrictions, VAR
state space models, time-varying parameters, score-driven models, equity premium, present-value models
equity premium, present-value models., score-driven models, state space models, time-varying parameters
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Equity premium, present-value models, score-driven models, State space models, time-varying parameters
fundamentals, global risk, monetary policy, safe assets
OPEC, shale, oil, VAR
oil, OPEC, shale, VAR
