Cargando…
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...
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 |
Ejemplares similares
-
Oil and gold return spillover and stock market elasticity during COVID-19 pandemic: A comparative study between the stock markets of oil-exporting countries and oil-importing countries in the Middle East
por: Bani-Khalaf, Omar, et al.
Publicado: (2022) -
Study on the linkage between macro policy and market effectiveness in China’s stock market: Based on run test of China’s stock market index
por: Liu, Manqing, et al.
Publicado: (2023) -
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) -
Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries
por: Jiang, Yonghong, et al.
Publicado: (2020) -
The COVID-19 Outbreak and Affected Countries Stock Markets Response
por: Liu, HaiYue, et al.
Publicado: (2020)