Cargando…

Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices

This paper analyzes the time-frequency spillover effects between food and crude oil markets, two particularly important commodity markets, under the impact of the pandemic. Using the BK frequency domain spillover index and the rolling window method, we explore the spillover effects between the food...

Descripción completa

Detalles Bibliográficos
Autores principales:	Cao, Yan, Cheng, Sheng
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Ltd. 2021
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8460398/ https://www.ncbi.nlm.nih.gov/pubmed/34584328 http://dx.doi.org/10.1016/j.resourpol.2021.102364

Ejemplares similares

The asymmetric and multi-scale volatility correlation between global oil price and economic policy uncertainty of China
por: Jiang, Qisheng, et al.
Publicado: (2021)

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
por: Mensi, Walid, et al.
Publicado: (2020)

Multi-scale Features of Interdependence Between Oil Prices and Stock Prices
por: Hung, Ngo Thai, et al.
Publicado: (2022)

Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains
por: Cheng, Sheng, et al.
Publicado: (2022)

Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond
por: Mensi, Walid, et al.
Publicado: (2022)

Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
por: Abuzayed, Bana, et al.
Publicado: (2021)

Spillover connection between oil prices, energy risk exposure, and financial stability: implications for the COVID-19 pandemic
por: Shi, Haoming, et al.
Publicado: (2022)

The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications()
por: Morema, Kgotso, et al.
Publicado: (2020)

Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic
por: Mensi, Walid, et al.
Publicado: (2021)

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors
por: Hanif, Waqas, et al.
Publicado: (2021)

Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries
por: Jiang, Yonghong, et al.
Publicado: (2020)

Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model
por: Khan, Muhammad Kamran, et al.
Publicado: (2019)

Volatility spillover around price limits in an emerging market
por: Aktas, Osman Ulas, et al.
Publicado: (2021)

Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications
por: Bashir, Muhammad Farhan
Publicado: (2022)

Estimating the effect of international crude oil prices on RMB exchange rate with two-way fluctuation spillover
por: Li, Yuan, et al.
Publicado: (2023)

Asymmetric impacts of disaggregated energy consumption and oil price fluctuations on the MENA net oil-exporting and importing economies
por: Qahtan, Anwar Saeed Ahmed, et al.
Publicado: (2022)

Dynamic spillovers between U.S. climate policy uncertainty and global foreign exchange markets: the pass-through effect of crude oil prices
por: Li, Xin
Publicado: (2022)

Global oil price and food prices in food importing and oil exporting developing countries: A panel ARDL analysis
por: Olayungbo, David Oluseun
Publicado: (2021)

Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission
por: Umar, Zaghum, et al.
Publicado: (2022)

Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model
por: Mamipour, Siab, et al.
Publicado: (2022)

Spillover Effects among Electricity Prices, Traditional Energy Prices and Carbon Market under Climate Risk
por: Liu, Donglan, et al.
Publicado: (2023)

Asymmetric effects of crude oil prices and USD exchange rate on precious metals returns：Evidence from pre and during COVID-19 outbreak
por: Wang, Yilin, et al.
Publicado: (2023)

COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
por: Mensi, Walid, et al.
Publicado: (2022)

Asymmetric volatility spillover among Chinese sectors during COVID-19
por: Shahzad, Syed Jawad Hussain, et al.
Publicado: (2021)

Extreme risk spillover between chinese and global crude oil futures
por: Yang, Yuying, et al.
Publicado: (2021)

Dependences and risk spillover effects between Bitcoin, crude oil and other traditional financial markets during the COVID-19 outbreak
por: Zha, Rui, et al.
Publicado: (2023)

Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis
por: Yan, Ran, et al.
Publicado: (2022)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market
por: Li, Cong, et al.
Publicado: (2022)

Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
por: Elgammal, Mohammed M., et al.
Publicado: (2021)

Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7
por: Alao, Rasheed O., et al.
Publicado: (2023)

COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis
por: Khan, Khalid, et al.
Publicado: (2022)

Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
por: Corbet, Shaen, et al.
Publicado: (2020)

Prediction of crude oil prices in COVID-19 outbreak using real data
por: Öztunç Kaymak, Öznur, et al.
Publicado: (2022)

Asymmetric oil price shocks and the economies of selected oil-exporting African countries: a global VAR approach
por: Olayungbo, D. O., et al.
Publicado: (2022)

COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis
por: Dai, Xingyu, et al.
Publicado: (2022)

Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak
por: Hung, Ngo Thai, et al.
Publicado: (2021)

Spillover Network Features from the Industry Chain View in Multi-Time Scales
por: Feng, Sida, et al.
Publicado: (2022)

Testing the asymmetric causal nexus of housing-oil prices and pandemic uncertainty in four major economies
por: Alola, Andrew Adewale, et al.
Publicado: (2021)

Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
por: Shahzad, Syed Jawad Hussain, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_49lrnv57dfcom8jf1fuo1krv7k