Lei Chang,Zulfiqar Ali Baloch,Hayot Berk Saydaliev et al.
Lei Chang et al.
This paper is occasioned by the current events in the crude oil markets throughout the Covid pandemic time. The study analyzes the evolving nature of crude oil cost unpredictability caused by the variations that influence the crude sector t...
Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis [0.03%]
COVID-19期间的公众关注和原油与黄金市场：基于时间频率分析的证据
Sufang Li,Qiufan Xu,Yixue Lv et al.
Sufang Li et al.
This paper uses time-frequency analysis, including wavelet analysis and time-frequency domain causality, to evaluate the relationship between public attention to the COVID-19 pandemic, crude oil, and gold markets in the G7 countries over ti...
How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test [0.03%]
新冠肺炎疫情如何影响黄金与股市之间的因果关系？来自极端格兰杰因果检验的新证据
Yanran Hong,Feng Ma,Lu Wang et al.
Yanran Hong et al.
The causal relationship between gold and stocks has been widely studied, while their causality and the long- and short-run characteristic of this relationship have not been examined under different shocks. The purpose of this paper is to fi...
Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China [0.03%]
COVID-19期间中国能源与非能源商品市场的时间频率关联性
Hao Chen,Chao Xu,Yun Peng
Hao Chen
We aim to investigate the static and dynamic time-frequency connectedness between energy and nonenergy commodity markets in China during COVID-19 based on Baruník and Křehlík (2018) method. First, in this paper, we find that the short-te...
The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak [0.03%]
COVID-19爆发前后金属、能源和碳市场的时频连接性研究
Wei Jiang,Yunfei Chen
Wei Jiang
The study investigates static and dynamic returns spillover effects between metal (gold, silver, copper and aluminum), energy (oil, natural gas and coal) and carbon markets in different frequency domains using the Diebold Yilmaz (2012) and ...
The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies [0.03%]
新冠疫情对部分产油经济体的油价、股价和汇率相互关系的影响分析
Terver Theophilus Kumeka,Damian Chidozie Uzoma-Nwosu,Maria Onyinye David-Wayas
Terver Theophilus Kumeka
This paper re-examines the performances of stock prices, oil prices and exchange rates in twelve oil exporting countries amidst the ravaging consequences of the ongoing worldwide coronavirus pandemic. Consequently, the study adopted a panel...
The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market [0.03%]
油价的非对称效应以及新闻基于的不确定性和新冠肺炎疫情对股票市场的影响
Cong Li,Shiwei Lin,Yihan Sun et al.
Cong Li et al.
Equity markets are prone to several external factors, especially in the lethal pandemic situation when the uncertainty regarding the spread of the COVID disrupts the daily financial and economic activities along with the sharp decline in th...
Does COVID-19 pandemic cause natural resources commodity prices volatility? Empirical evidence from China [0.03%]
新冠肺炎疫情会引发自然资源商品价格的波动吗？来自中国的实证证据
Shanwen Guo,Qibin Wang,Tolassa Temesgen Hordofa et al.
Shanwen Guo et al.
COVID-19 pandemic caused havoc around the globe in both economic and non-economic sectors. This paper, unlike previous studies, evaluates the role of COVID-19 on the volatility in natural resources. The volatility of natural resources commo...
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis [0.03%]
比特币与其它资产在新冠肺炎疫情期间的关系——基于分数协整分析的证据
Azza Bejaoui,Nidhal Mgadmi,Wajdi Moussa
Azza Bejaoui
This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period 01/09/2019-30/04/2...
Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality [0.03%]
COVID-19与自然资源和大宗商品之间的关系分析：基于时变因果关系的证据
Eyup Dogan,Muhammad Tariq Majeed,Tania Luni
Eyup Dogan
Even though a few studies have focused on natural resources and commodity sectors by considering the pandemic, they have only compared their status in pre-COVID19 to post-COVID19. None of the studies has directly examined the causal relatio...