Commodity and financial markets' fear before and during COVID-19 pandemic: Persistence and causality analyses [0.03%]
新冠肺炎疫情期间商品市场和金融市场的恐惧情绪：持续性和因果分析
Oluwasegun B Adekoya,Johnson A Oliyide
Oluwasegun B Adekoya
Commodity and financial markets are leading points of attraction to investors, but are very sensitive to external crises, such as financial and health crises. An example is the overwhelming plunge in the prices of the assets being traded in...
Covid-19 and oil and gold price volatilities: Evidence from China market [0.03%]
新冠疫情、石油和黄金价格波动性：来自中国市场的新证据
Cui Xiaozhong,Kuo Yen-Ku,Apichit Maneengam et al.
Cui Xiaozhong et al.
Gold and crude oil are the influential commodities of the stock markets and real economy of the world in financial crises as well as in COVID-19 periods. However literature mainly focused on the effects of these commodities' prices only, an...
Commodity dynamism in the COVID-19 crisis: Are gold, oil, and stock commodity prices, symmetrical? [0.03%]
新冠疫情危机下的商品活性：黄金、原油和股票的价格对称吗？
Muhammad Sadiq,Chia-Yang Lin,Kuan-Ting Wang et al.
Muhammad Sadiq et al.
The current research intends to examine the commodities' dynamism connection with stock prices under the COVID-19 crisis. DCC-GARCH modeling was applied to the data of Asian economies, including China, India, Sri Lanka, Bangladesh, and Paki...
Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market [0.03%]
疫情后的动荡：新冠肺炎疫情对能源市场波动的影响分析
Le Thanh Ha
Le Thanh Ha
Volatility is a common phenomenon in the energy market, but COVID-19 has cast a dark shadow over this characteristic. In light of this observation, individuals might have an incorrect impression of the impact of this shock on the energy mar...
Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold [0.03%]
COVID-19疫情前后股票市场和大宗商品市场间的动态相关性及配置含义：黄金作用的关键性
Xiaoxing Liu,Khurram Shehzad,Emrah Kocak et al.
Xiaoxing Liu et al.
Novel Coronavirus (COVID-19) has affected stock markets around the globe, adding serious challenges to asset allocations and hedging strategies. This investigation analyses the dynamic correlations and portfolio implications among the S&P 5...
Green stocks, crypto asset, crude oil and COVID19 pandemic: Application of rolling window multiple correlation [0.03%]
滚动窗口多重相关性在绿色股票、加密资产、原油和新冠疫情研究中的应用
Zeeshan Fareed,Shujaat Abbas,Livia Madureira et al.
Zeeshan Fareed et al.
The COVID-19 pandemic disrupted almost all spares of global social, psychological, and economic life. The emergence of various variants and corresponding variations in daily infection asymmetrically influenced economic indicators. This stud...
Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model [0.03%]
基于DCC-GARCH模型的新冠疫情对油贵金属间收益风险传染影响研究
Durmuş Çağrı Yıldırım,Ömer Esen,Hasan Murat Ertuğrul
Durmuş Çağrı Yıldırım
It is frequently discussed in the literature that the correlation between low-correlation assets under ordinary market conditions may increase during crisis periods. To contribute to the ongoing debates, this paper empirically examines risk...
A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach [0.03%]
基于分位数回归方法的新冠肺炎疫情与全球金融危机时期大宗商品金融化的比较分析研究
Aarzoo Sharma
Aarzoo Sharma
The paper aims at studying the financialization of commodities during coronavirus pandemic, thereafter referred as COVID19 and comparing the same with global financial crisis, thereafter referred as GFC. The connectedness among energy commo...
Oil and gold return spillover and stock market elasticity during COVID-19 pandemic: A comparative study between the stock markets of oil-exporting countries and oil-importing countries in the Middle East [0.03%]
新冠疫情下石油和黄金的溢出效应及股票市场的弹性：中东产油国与非产油国股市对比研究
Omar Bani-Khalaf,Nigar Taspinar
Omar Bani-Khalaf
This article aimed to study the return spillover effect of oil and gold on the elasticity of financial markets in a group of countries in the Middle East. The results showed a heterogeneous impact of oil and gold returns on the stock market...
Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market [0.03%]
新冠肺炎与2008年金融危机下的金属资源价格波动:来自全球市场的证据
Qingqing Xu,Tianci Meng,Yue Sha et al.
Qingqing Xu et al.
The prevalence of uncertainty is evident in natural resources and financial markets almost every period. However, the global financial crisis and the recent Covid-19 pandemic is considered the most distressful event that disturbs the global...