Does COVID-19 pandemic event alter the dependence structure breaks between crude oil and stock markets in Europe and America

This article attempts to investigate the influence of novel coronavirus (COVID-19) pandemic on the dependence structure break between crude oil and stock markets in Europe and America using ARMA-GARCH and R-vine copula methods. The empirical results demonstrate that international crude oil and Europ...

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Detalles Bibliográficos
Autores principales: Chang, Kai, Li, Sheng Ze
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Ltd. 2022
Materias:
Research Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9670820/
http://dx.doi.org/10.1016/j.egyr.2022.10.450

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9670820/
http://dx.doi.org/10.1016/j.egyr.2022.10.450

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