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Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases

This paper employed dynamic copulas and Extreme Value Theory (EVT) to analyze the linkages between oil and the stock market of countries with the highest number of COVID-19 cases. Many papers have reported small but significant negative dependence between oil and the markets before the pandemic. Thi...

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Detalles Bibliográficos
Autores principales: Hussain, Saiful Izzuan, Nur-Firyal, R., Ruza, Nadiah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8637348/
http://dx.doi.org/10.1016/j.jcomm.2021.100236