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The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Wei, Ping; Qi, Yinshu; Ren, Xiaohang; Gozgor, Giray - In: Energy economics 121 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014439024
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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
Khalfaoui, Rabeh; Solarin Sakiru Adebola; Al-Qadasi, … - In: Financial modeling and risk management of energy and …, (pp. 105-143). 2022
Persistent link: https://www.econbiz.de/10013349930
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Pandemics and Oil Shocks
Mohammed, Mikidadu; Barrales-Ruiz, Jose - 2022
April 2020. Using a 5-variable structural vector autoregression (SVAR) model, the study identifies an oil price shock … that a pandemic shock causes a delayed decrease in oil prices. Moreover, financial market conditions that affect financial … decomposition and finds that the impact of a pandemic shock, financial speculation shock, and aggregate demand shock are crucial in …
Persistent link: https://www.econbiz.de/10013296702
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Inflation during the pandemic: what happened? what is next?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021
We analyze the evolution and drivers of inflation during the pandemic and the likely trajectory of inflation in the near-term using an event study of inflation around global recessions and a factor-augmented vector auto-regression (FAVAR) model. We report three main results. First, the decline...
Persistent link: https://www.econbiz.de/10012584054
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Inflation during the pandemic : what happened? what is next?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021
Persistent link: https://www.econbiz.de/10012586458
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Pandemics and their impact on oil and metal prices
Addison, Tony; Ghoshray, Atanu - 2020
pandemics such as the 1918 Spanish Flu, 1957 Asian Flu, and 1968 Hong Kong Flu. We control for demand and supply fundamentals to … response of commodity prices to the shock. …
Persistent link: https://www.econbiz.de/10012320991
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Inflation during the pandemic : what happened? what is next?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2021
Persistent link: https://www.econbiz.de/10012588342
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Impact of COVID-19 on volatility spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model
Arfaoui, Nadia; Yousaf, Imran - In: Annals of financial economics 17 (2022) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10013189123
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COVID-19 pandemic and illegal oil refneries in Africa : evidence from the national oil wealth in Nigeria
Olujobi, Olusola J. - In: Socioeconomic shocks and Africa's development agenda : …, (pp. 230-248). 2022
Persistent link: https://www.econbiz.de/10014312502
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Connectedness between crude oil and US equities : the impact of the COVID-19 pandemic
Maghyereh, Aktham I.; Abdoh, Hussein - In: Annals of financial economics 17 (2022) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10014234489