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COVID-19, Short-selling Ban and Energy Stock Prices

Author

Listed:
  • Ikhlaas Gurrib
  • Qian Long Kweh
  • Davide Contu
  • Firuz Kamalov

    (Asia Pacific Applied Economics Association)

Abstract

We examine the short-selling ban imposed by the National Commission for Companies and the Stock Exchange of Italy, the authority that regulates the Italian securities market, on three Italian energy stocks. We find that the effect of the short-selling ban was temporary.

Suggested Citation

  • Ikhlaas Gurrib & Qian Long Kweh & Davide Contu & Firuz Kamalov, 2021. "COVID-19, Short-selling Ban and Energy Stock Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-4.
  • Handle: RePEc:ayb:jrnerl:9
    DOI: 2021/06/16
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    References listed on IDEAS

    as
    1. Claudiu Albulescu, 2020. "Coronavirus and oil price crash," Papers 2003.06184, arXiv.org, revised Mar 2020.
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    3. Ikhlaas Gurrib, 2019. "Can energy commodities affect energy blockchain-based cryptos?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(4), pages 682-699, July.
    4. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Energy Economics, Elsevier, vol. 66(C), pages 536-546.
    5. Drachal, Krzysztof, 2016. "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, vol. 60(C), pages 35-46.
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    7. Bakas, Dimitrios & Triantafyllou, Athanasios, 2020. "Commodity price volatility and the economic uncertainty of pandemics," Economics Letters, Elsevier, vol. 193(C).
    8. Ikhlaas Gurrib, 2018. "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 230-240.
    9. Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, American Economic Association, vol. 99(3), pages 1053-1069, June.
    10. Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Li, Shuangyan, 2022. "Natural extreme events, government subsidies and corporate environment responsibility: Evidence from China's energy sector," Energy Economics, Elsevier, vol. 114(C).
    2. Ikhlaas Gurrib, 2022. "Technical Analysis, Energy Cryptos and Energy Equity Markets," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 249-267, March.
    3. Ikhlaas Gurrib, 2023. "Momentum in Low Carbon and Fossil Fuel Free Equity Investing," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 461-471, September.

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    More about this item

    Keywords

    covid-19; energy stock prices; short selling ban;
    All these keywords.

    JEL classification:

    • O - Economic Development, Innovation, Technological Change, and Growth

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