Antecedents of war: the geopolitics of low oil prices and decelerating financial liquidity

被引：26
|
作者：
Abdel-Latif, Hany [1 ]
El-Gamal, Mahmoud [2 ]
机构：
[1] Swansea Univ, Econ Dept, Bay Campus,Fabian Way, Swansea SA1 8EN, W Glam, Wales
[2] Rice Univ, Houston, TX USA
来源：
APPLIED ECONOMICS LETTERS | 2019年 / 26卷 / 09期
关键词：
Geopolitics; global liquidity; oil prices; global VAR; UNCERTAINTY;
D O I：
10.1080/13504851.2018.1494802
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We investigate the joint dynamics of oil prices, financial liquidity and geopolitical risk, within a multi-country global vector autoregressive model. We find that low oil prices are expected to trigger higher levels of geopolitical risk and that decelerating financial liquidity serves as an accelerator.
引用
收藏
页码：765 / 769
页数：5
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