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Dr Giacomo Nocera, Associate Professor at the Institute of Finance, co-authored with Giuliano Iannotta and Andrea Sironi one of the most highly cited papers published in the Journal of Financial Inter
This paper employs the Quantile Autoregressive Distributed Lags (QARDL) model developed recently by Cho et al. (2015) to investigate the pass-through of oil prices to a set of energy prices. This appr