Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak [0.03%]
新冠肺炎疫情期间油价变动对股市收益的影响
Geeta Duppati,Ben Zaied Younes,Aviral Kumar Tiwari et al.
Geeta Duppati et al.
This article explores the impact of fuel price movements on the stock market return of 2020 during the COVID-19 disruptions. In doing so, a monthly data of seven selected stock market indices representing developed and emerging economies gl...
Natural resource volatility and financial development during Covid-19: Implications for economic recovery [0.03%]
新冠肺炎疫情下的自然资源波动与金融发展以及对经济复苏的启示
Ching-Chi Hsu,Ka Yin Chau,FengSheng Chien
Ching-Chi Hsu
Demand for natural resources is constant, while the prices of natural resources increase day-by-day, which has a significant impact on financial development and economic activity. Thus, the study intends to test the association of natural r...
China economic performance and natural resources commodity prices volatility: Evidence from China in COVID-19 [0.03%]
中国经济表现与自然资源商品价格波动性——来自新冠疫情下中国的证据
Ming Deng
Ming Deng
Since the beginning of the 21st century, the world has faced many challenges, including the 2003 oil price hike, the 2007-08 global financial crisis, among others. While the recent Covid-19 outbreak slowdown economic performance and create ...
COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin [0.03%]
论黄金和比特币的安全避风港属性： COVID-19和石油市场崩溃事件回顾
Anupam Dutta,Debojyoti Das,R K Jana et al.
Anupam Dutta et al.
The global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets have become extremely volatile, and investments in these markets ...
Environmental governance effects of local environmental protection expenditure in China [0.03%]
中国地方环保支出的环境治理效应分析
Wei Fan,Ling Yan,Boyang Chen et al.
Wei Fan et al.
China's economy is experiencing a rapid revival in the post Covid-19 era, while energy consumption is surging and environmental pressure is prominent. Environmental protection expenditure is an important means for local governments to impro...
Influence of COVID-19 pandemic on fertilizer companies: The role of competitive advantages [0.03%]
COVID-19大流行对化肥公司的影响：竞争优势的作用
Alina Ilinova,Diana Dmitrieva,Andrzej Kraslawski
Alina Ilinova
The global crisis caused by COVID-19 pandemic exerted significant impact upon most industries, however, the fertilizer industry has shown some resilience in the supply chain during the crisis. The main research question of the paper concern...
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact [0.03%]
大宗商品期货市场中的价格过度反应：基于新冠疫情影响的日内分析
Oliver Borgards,Robert L Czudaj,Thi Hong Van Hoang
Oliver Borgards
The objective of this paper is to examine the overreaction behavior of 20 commodity futures based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact of the Covid-19 pandemic. A dynamic and non-parametric appr...
The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels [0.03%]
Covid-19对大宗商品市场波动的影响：分析商品价格和冠状病毒恐慌程度之间的时间频率关系
Zaghum Umar,Mariya Gubareva,Tamara Teplova
Zaghum Umar
We apply wavelet analyses to study how the Covid pandemic influenced the volatility of commodity prices, covering various classes of commodities. We document the intervals of low, medium, and high coherence between the coronavirus panic ind...
The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China [0.03%]
冠状病毒新闻在原油期货市场波动预测中的作用:来自中国证据
Zibo Niu,Yuanyuan Liu,Wang Gao et al.
Zibo Niu et al.
Based on the high-frequency heterogeneous autoregressive (HAR) model, this paper investigates whether coronavirus news (in China and globally) contains incremental information to predict the volatility of China's crude oil, and studies whic...
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic [0.03%]
黄金、石油和股票市场之间的价格转换效应：来自COVID-19疫情期间的中美证据
Walid Mensi,Juan C Reboredo,Andrea Ugolini
Walid Mensi
This paper examines price-switching spillovers between the US and Chinese stock, crude oil, and gold futures markets before and during the COVID-19 pandemic. Using a Markov-switching vector autoregressive model, we show that stock markets w...