Co-movement of energy prices and stock market return: environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China

This work aims to study the time-frequency relationship between the recent COVID-19 pandemic and instabilities in oil price and the stock market, geopolitical risks, and uncertainty in the economic policy in the USA, Europe, and China. The coherence wavelet method and the wavelet-based Granger causa...

Descripción completa

Detalles Bibliográficos
Autores principales: Chien, FengSheng, Sadiq, Muhammad, Kamran, Hafiz Waqas, Nawaz, Muhammad Atif, Hussain, Muhammed Sajjad, Raza, Muhammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7901867/
https://www.ncbi.nlm.nih.gov/pubmed/33624244
http://dx.doi.org/10.1007/s11356-021-12938-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7901867/
https://www.ncbi.nlm.nih.gov/pubmed/33624244
http://dx.doi.org/10.1007/s11356-021-12938-2

Ejemplares similares