Multilayer network analysis of oil linkages

This manuscript proposes a new approach for unveiling existing linkages within the international oil market across multiple driving factors beyond production. A multilayer, multicountry network is extracted through a novel Bayesian graphical vector autoregressive model, which allows for a more compr...

Full description

Bibliographic Details
Main Authors: Casarin, Roberto, Iacopini, Matteo, Molina, German, ter Horst, Enrique, Espinasa, Ramon, Sucre, Carlos, Rigobon, Roberto
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Oxford University Press (OUP) 2021
Online Access:https://hdl.handle.net/1721.1/130503