Connectedness of energy markets around the world during the COVID-19 pandemic

Author:

Akyildirim Erdinc,Cepni Oguzhan,Molnár Peter,Uddin Gazi Salah

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference42 articles.

1. Acemoglu, D., Chernozhukov, V., Werning, I., Whinston, M.D., 2020. Optimal Targeted Lockdowns in a Multi-Group SIR Model. NBER Working Paper 27102.

2. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manage.,2020

3. Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns;Ashfaq;Energy,2019

4. The Unprecedented Stock Market Impact of COVID-19;Baker,2020

5. Baker, S.B., Bloom, N., Davis, S.J., Renault, T., 2020a. Economic Uncertainty Measures Derived from Twitter. Technical Report. Working Paper, June.

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