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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...

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Detalles Bibliográficos
Autores principales: Salisu, Afees A., Hammed, Yinka S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
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

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