[HTML][HTML] COVID-19 and the United States financial markets' volatility
CT Albulescu - Finance research letters, 2021 - Elsevier
We empirically investigate the effect of the official announcements regarding the COVID-19
new cases of infection and fatality ratio, on the financial markets volatility in the United States …
new cases of infection and fatality ratio, on the financial markets volatility in the United States …
Volatility of the US stock market and business strategy during COVID‐19
This paper aims to measure the impact of COVID‐19 and changes in economic policy
uncertainty (EPU) on the US stock market volatility using Event Study, Stepwise Regression …
uncertainty (EPU) on the US stock market volatility using Event Study, Stepwise Regression …
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …
different commodity markets, this study provides evidence of quantile connectedness …
Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies
The study uses the World Uncertainty Index to analyze the long-run relationship of economic
policy uncertainty and energy consumption for countries with high geopolitical risk over the …
policy uncertainty and energy consumption for countries with high geopolitical risk over the …
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …
and ten sector stock markets of China. The results show using the spillover index of Diebold …
Macroeconomic and uncertainty shocks' effects on energy prices: a comprehensive literature review
GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …
Hedging oil price risk with gold during COVID-19 pandemic
This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …
Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …
raises an urgent need for the re-evaluation of the gold as safe haven for their money …
Crude oil prices and COVID-19: Persistence of the shock
LA Gil-Alana, M Monge - Energy Research Letters, 2020 - erl.scholasticahq.com
The effect of the COVID-19 crisis on crude oil prices is investigated by using long memory
techniques. The oil price series is highly persistent with an order of integration of 0.84 …
techniques. The oil price series is highly persistent with an order of integration of 0.84 …
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
This paper examines the impact of three global risk factors (geopolitical risk (GPR),
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …