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Keywords: OPEC announcements
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Journal Articles
Journal of Economics, Finance and Administrative Science (2020) 25 (50): 239–259.
Published: 05 May 2020
... in the process of financialization of the OPEC announcements and energy futures in the case of this paper. From the quantile-causality test, the authors find that the effect of OPEC news is important to energy futures. Specifically, OPEC announcements dates predict the quantiles of the conditional distribution...
