Journal ArticleDOI
Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities?
Boqiang Lin,Tong Su +1 more
TLDR
In this article, the impact of COVID-19 on cross-market linkages was explored by applying the TVP-VAR based connectedness index method and individually focused on the total, net, and pairwise connectedness.About:
This article is published in Research in International Business and Finance.The article was published on 2021-04-01. It has received 70 citations till now. The article focuses on the topics: Social connectedness & Spillover effect.read more
Citations
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Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
TL;DR: In this article, the authors examined the volatility connectedness network among clean-energy stocks and fossil fuels such as crude WTI, natural gas, gas oil, and fuel oil.
Journal ArticleDOI
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
TL;DR: In this paper , the authors examined the volatility connectedness network among clean-energy stocks and fossil fuels such as crude WTI, natural gas, gas oil, and fuel oil.
Journal ArticleDOI
Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
TL;DR: In this paper, a dynamic and non-parametric approach is applied on intraday data for four different frequencies (from 1min to 1h) and two different sub-periods (pre-Covid-19 pandemic and during Covid 19 pandemic) in order to detect overreaction behavior.
Journal ArticleDOI
Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
TL;DR: In this paper , the authors used quantile-based connectedness between energy, metals, and agriculture commodity markets before and during the COVID-19 outbreak and found that return shocks only propagate within the energy commodity group.
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Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
TL;DR: In this paper , the authors examined the return and volatility connectedness between energy and BRIC markets from January 1, 2000, to July 9, 2021, and found that uncertain economic activity and intense periods characterize energy andBRIC market returns.
References
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Journal ArticleDOI
The moderator–mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerations.
Reuben M. Baron,David A. Kenny +1 more
TL;DR: This article seeks to make theorists and researchers aware of the importance of not using the terms moderator and mediator interchangeably by carefully elaborating the many ways in which moderators and mediators differ, and delineates the conceptual and strategic implications of making use of such distinctions with regard to a wide range of phenomena.
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Generalized Impulse Response Analysis in Linear Multivariate Models
H.Hashem Pesaran,Yongcheol Shin +1 more
TL;DR: This paper proposed a generalized impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models, which does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR.
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Measuring Economic Policy Uncertainty
TL;DR: The authors developed a new index of economic policy uncertainty based on newspaper coverage frequency and found that policy uncertainty spikes near tight presidential elections, Gulf Wars I and II, the 9/11 attacks, the failure of Lehman Brothers, the 2011 debt ceiling dispute and other major battles over fiscal policy.
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The epidemiology and pathogenesis of coronavirus disease (COVID-19) outbreak.
TL;DR: The symptoms, epidemiology, transmission, pathogenesis, phylogenetic analysis and future directions to control the spread of this fatal disease are highlighted.
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The socio-economic implications of the coronavirus pandemic (COVID-19): A review.
Maria Nicola,Zaid Alsafi,Catrin Sohrabi,Ahmed Kerwan,Ahmed Al-Jabir,Christos Iosifidis,Maliha Agha,Riaz Agha +7 more
TL;DR: The socio-economic effects of COVID-19 on individual aspects of the world economy are summarised to show the need for medical supplies has significantly increased and the food sector has seen a great demand due to panic-buying and stockpiling of food products.