Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04446-w.pdf
Reference61 articles.
1. Aguiar-Conraria, L., Azevedo, N., & Soares, M. J. (2008). Using wavelets to decompose the time–frequency effects of monetary policy. Physica A: Statistical Mechanics and its Applications, 387(12), 2863–2878. https://doi.org/10.1016/j.physa.2008.01.063
2. Aguiar-Conraria, L., Martins, M. M. F., & Soares, M. J. (2012). The yield curve and the macro-economy across time and frequencies. Journal of Economic Dynamics and Control, 36(12), 1950–1970.
3. Aguiar-Conraria, L., & Soares, M. J. (2014). The continuous wavelet transform: Moving beyond uni- and bivariate analysis. Journal of Economic Surveys, 28(2), 344–375. https://doi.org/10.1111/joes.12012
4. Alamgir, F., & Amin, S. Bin. (2021). The nexus between oil price and stock market: Evidence from South Asia. Energy Reports, 7, 693–703. https://doi.org/10.1016/j.egyr.2021.01.027
5. Altig, D., Baker, S., Barrero, J. M., Bloom, N., Bunn, P., Chen, S., Davis, S. J., Leather, J., Meyer, B., Mihaylov, E., Mizen, P., Parker, N., Renault, T., Smietanka, P., & Thwaites, G. (2020). Economic uncertainty before and during the COVID-19 pandemic. Journal of Public Economics, 191, 104274. https://doi.org/10.1016/j.jpubeco.2020.104274
Cited by 30 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Impact of firm characteristics and country-level governance on global energy stocks during crises;Research in International Business and Finance;2024-10
2. Energy finance research: What happens beneath the literature?;International Review of Financial Analysis;2024-10
3. Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments;The North American Journal of Economics and Finance;2024-09
4. Exploring the interconnection between international crude oil and silver rates volatilities: Novel evidence from the COVID-19 pandemic;Heliyon;2024-07
5. An empirical investigation of return spillover and volatility dynamics of Indian sectoral indices;Investment Analysts Journal;2024-06-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3