Gas lost or gas feared? Hormuz and the prospects for Europe’s gas market this winter
Tanker captains are being paid danger money, attacks on ships in the Strait of Hormuz have intensified, and transits are at their lowest since July. Not surp...
Posts by Year
2026
Stochastic volatility in the Baumeister–Hamilton SVAR
Adding a single common stochastic-volatility factor to the Baumeister–Hamilton (2015) structural VAR keeps its conjugate structure, given the volatility path...