IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-05238299.html
   My bibliography  Save this paper

The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

Author

Listed:
  • Cheima Ghariba C.
  • Salma Mefteh-Walib
  • Sami Ben Jabeur

    (UR CONFLUENCE : Sciences et Humanités (EA 1598) - UCLy - UCLy (Lyon Catholic University), ESDES - ESDES, Lyon Business School - UCLy - UCLy - UCLy (Lyon Catholic University))

Abstract

This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, 2020. We detect common periods of mild explosivity in WTI and gold markets. More importantly, we find a bilateral contagion effect of bubbles in oil and gold markets during the recent COVID-19 outbreak.

Suggested Citation

  • Cheima Ghariba C. & Salma Mefteh-Walib & Sami Ben Jabeur, 2021. "The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets," Post-Print hal-05238299, HAL.
    • Handle: RePEc:hal:journl:hal-05238299
    DOI: 10.1016/j.frl.2020.101703
    Note: View the original document on HAL open archive server: https://ucly.hal.science/hal-05238299v1
    as

    Download full text from publisher

    File URL: https://ucly.hal.science/hal-05238299v1/document
    Download Restriction: no
    File URL: https://libkey.io/10.1016/j.frl.2020.101703?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-05238299. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.