Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis.

This paper examines the spillover effects transmission mechanism between oil prices, oil price uncertainty and oil price volatility on labour market in Greece, using static and dynamic quantile connectedness methodology (Diebold and Yilmaz Diebold and Yilmaz, Int J Forecast 28:57-66, 2012; Ando et al. Ando T, Greenwood-Nimmo N, Shin Y (2018) 'Quantile connectedness: Modelling tail behavior in the topology of financial networks', Working Paper. https://ssrn.