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Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
In this study we examine the time-varying causal effect of the novel COVID-19 pandemic in the major oil-importing and oil-exporting countries on the oil price changes, stock market volatilities and the economic uncertainty using the wavelet coherence and network analysis. During the period of the pa...
Autores principales: | Khalfaoui, Rabeh, Solarin, Sakiru Adebola, Al-Qadasi, Adel, Ben Jabeur, Sami |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8727086/ https://www.ncbi.nlm.nih.gov/pubmed/35002002 http://dx.doi.org/10.1007/s10479-021-04446-w |
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