Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis
Abstract This paper examines the spillover effects transmission mechanism between oil prices, oil price uncertainty and oil price volatility on labour market in Greece, using static and dynamic quantile connectedness methodology (Diebold and Yilmaz Diebold and Yilmaz, Int J Forecast 28:57–66, 2012;...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2022-12-01
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| Series: | Journal of Economic Structures |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40008-022-00291-7 |