Appraising the oil–stock nexus during the COVID-19 pandemic shock: a panel threshold analysis

We examine the oil–stock nexus in 24 countries amidst the COVID-19 pandemic and test for threshold effects on oil prices using Hansen (1999) panel dynamic threshold model and recent extensions of Kremer et al. (2013) and Seo and Shin (2016). We find evidence of nonlinearities and threshold effects i...

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Detalles Bibliográficos
Autores principales: Abdussalam, Nafiu B., Usman, Nuruddeen, Akadiri, Seyi Saint
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/PMC8449701/
https://www.ncbi.nlm.nih.gov/pubmed/34537937
http://dx.doi.org/10.1007/s11356-021-16418-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8449701/
https://www.ncbi.nlm.nih.gov/pubmed/34537937
http://dx.doi.org/10.1007/s11356-021-16418-5

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