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COVID-19 and oil market risks: Evidence from new datasets
We evaluate the predictive value of the newly constructed six COVID-19 indices for oil market risks from 31st December, 2019 (when COVID-19 started) to 28th December, 2021. We show that, on average, higher values of the COVID-19 indices appear to have heightened oil market risks albeit with the conv...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9822556/ https://www.ncbi.nlm.nih.gov/pubmed/36643804 http://dx.doi.org/10.1016/j.mex.2023.102008 |