IDEAS home Printed from https://ideas.repec.org/r/eee/jrpoli/v69y2020ics0301420720308618.html

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Hao-Lin Shao & Ying-Hui Shao & Yan-Hong Yang, 2021. "New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach," Papers 2110.02693, arXiv.org.
  2. Cui, Jinxin & Goh, Mark & Li, Binlin & Zou, Huiwen, 2021. "Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives," Energy, Elsevier, vol. 216(C).
  3. Liang, Jinhua & Ullah, Inam, 2024. "Analysis of crude oil and gold price volatility and their correlation during socio-economic crises," Resources Policy, Elsevier, vol. 98(C).
  4. Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022. "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, vol. 50(C).
  5. R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
  6. Ștefan Cristian Gherghina & Daniel Ștefan Armeanu & Camelia Cătălina Joldeș, 2020. "Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis," IJERPH, MDPI, vol. 17(18), pages 1-35, September.
  7. Wahab, Bashir A. & Adewuyi, Adeolu O., 2021. "Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles," Resources Policy, Elsevier, vol. 74(C).
  8. Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021. "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, vol. 77(C).
  9. Ozkan, Oktay, 2021. "Impact of COVID-19 on stock market efficiency: Evidence from developed countries," Research in International Business and Finance, Elsevier, vol. 58(C).
  10. Liao, Jianhui & Zhu, Xuehong & Chen, Jinyu, 2021. "Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies," International Review of Financial Analysis, Elsevier, vol. 77(C).
  11. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
  12. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  13. Mark Cummins & Fabian Gogolin & Fearghal Kearney & Greg Kiely & Bernard Murphy, 2023. "Practice-relevant model validation: distributional parameter risk analysis in financial model risk management," Annals of Operations Research, Springer, vol. 330(1), pages 431-455, November.
  14. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024. "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 350-371.
  15. Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
  16. Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023. "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 118-127, January.
  17. Kai Meng & Khalid Khan, 2024. "Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2225-2246, June.
  18. Li, Sufang & Xu, Qiufan & Lv, Yixue & Yuan, Di, 2022. "Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis," Resources Policy, Elsevier, vol. 78(C).
  19. Erdinc Akyildirim & Oguzhan Cepni & Shaen Corbet & Gazi Salah Uddin, 2023. "Forecasting mid-price movement of Bitcoin futures using machine learning," Annals of Operations Research, Springer, vol. 330(1), pages 553-584, November.
  20. Bentes, Sónia R., 2021. "How COVID-19 has affected stock market persistence? Evidence from the G7’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
  21. Linyu Cao & Ruili Sun & Tiefeng Ma & Conan Liu, 2023. "On Asymmetric Correlations and Their Applications in Financial Markets," JRFM, MDPI, vol. 16(3), pages 1-18, March.
  22. Wei, Yu & Wang, Zhuo & Li, Dongxin & Chen, Xiaodan, 2022. "Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?," Finance Research Letters, Elsevier, vol. 47(PA).
  23. Youssef, Manel & Mokni, Khaled, 2021. "Oil-gold nexus: Evidence from regime switching-quantile regression approach," Resources Policy, Elsevier, vol. 73(C).
  24. Zhang, Hongwei & Hong, Huojun & Guo, Yaoqi & Yang, Cai, 2022. "Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 267-285.
  25. Cao, Guangxi & Xie, Wenhao, 2021. "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  26. Paramita Mukherjee & Samaresh Bardhan, 2025. "Dynamic Spillovers Among Equity, Gold and Oil Markets During COVID and Russia-Ukraine War: Evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(3), pages 1099-1127, September.
  27. Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023. "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, vol. 124(C).
  28. Zheng, Wenyuan & Li, Bingqing & Huang, Zhiyong & Chen, Lu, 2022. "Why Was There More Household Stock Market Participation During the COVID-19 Pandemic?," Finance Research Letters, Elsevier, vol. 46(PB).
  29. Chandrarin, Grahita & Sohag, Kazi & Cahyaningsih, Diyah Sukanti & Yuniawan, Dani & Herdhayinta, Heyvon, 2022. "The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis," Resources Policy, Elsevier, vol. 77(C).
  30. Das, Sudeepa & Sahu, Tirath Prasad & Janghel, Rekh Ram, 2022. "Oil and gold price prediction using optimized fuzzy inference system based extreme learning machine," Resources Policy, Elsevier, vol. 79(C).
  31. Daniel Stefan Armeanu & Stefan Cristian Gherghina & Jean Vasile Andrei & Camelia Catalina Joldes, 2023. "Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets," Energy & Environment, , vol. 34(5), pages 1433-1470, August.
  32. Walter Bazán-Palomino & Diego Winkelried, 2021. "FX markets’ reactions to COVID-19: Are they different?," International Economics, CEPII research center, issue 167, pages 50-58.
  33. Cao, Yan & Cheng, Sheng, 2021. "Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices," Resources Policy, Elsevier, vol. 74(C).
  34. Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021. "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
  35. Khan, Khalid & Su, Chi-Wei & Khurshid, Adnan & Umar, Muhammad, 2022. "COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis," Energy, Elsevier, vol. 256(C).
  36. Patra, Saswat, 2024. "An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting," International Review of Economics & Finance, Elsevier, vol. 94(C).
  37. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Ren, Xiaohang & Wu, Anbing, 2023. "Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index," Resources Policy, Elsevier, vol. 86(PA).
  38. Munir Khamis & Dalal Aassouli, 2023. "The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review," Sustainability, MDPI, vol. 15(8), pages 1-27, April.
  39. Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
  40. Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum, 2022. "COVID–19 media coverage and ESG leader indices," Finance Research Letters, Elsevier, vol. 45(C).
  41. Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Saidi, Sana & Sellami, Mohamed, 2022. "Global pandemic crisis and risk contagion in GCC stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 202(C), pages 746-761.
  42. Hazem Al Samman & Erhan Akkas, 2022. "How Do the Crises of Falling Oil Prices and COVID-19 Affect Economic Sectors in the Rentier Economies? Evidence from the GCC Countries," Journal of Economy Culture and Society, Istanbul University, Faculty of Economics, vol. 65(65), pages 105-127, June.
  43. Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021. "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, vol. 38(C).
  44. Yousaf, Imran, 2021. "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, vol. 73(C).
  45. Weijia Xu & Aihua Li & Lu Wei, 2022. "The Impact of COVID-19 on China’s Capital Market and Major Industry Sectors," Annals of Data Science, Springer, vol. 9(5), pages 983-1007, October.
  46. Melki, Abir & Nefzi, Nourhaine, 2022. "Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach," Finance Research Letters, Elsevier, vol. 46(PA).
  47. Khan, Khalid & Su, Chi-Wei & Zhu, Meng Nan, 2022. "Examining the behaviour of energy prices to COVID-19 uncertainty: A quantile on quantile approach," Energy, Elsevier, vol. 239(PE).
  48. Bhatia, Madhur, 2023. "On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil," Resources Policy, Elsevier, vol. 82(C).
  49. Khurram Shehzad & Umer Zaman & Xiaoxing Liu & Jarosław Górecki & Carlo Pugnetti, 2021. "Examining the Asymmetric Impact of COVID-19 Pandemic and Global Financial Crisis on Dow Jones and Oil Price Shock," Sustainability, MDPI, vol. 13(9), pages 1-13, April.
  50. Michele Andreani & Marco Tedeschi, 2025. "The illusion of golden slumbers: geopolitical turbulence and the shifting link between gold and interest rates," Empirical Economics, Springer, vol. 69(6), pages 3635-3662, December.
  51. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
  52. Żuk, Piotr & Żuk, Paweł & Pluciński, Przemysław, 2021. "Coal basin in Upper Silesia and energy transition in Poland in the context of pandemic: The socio-political diversity of preferences in energy and environmental policy," Resources Policy, Elsevier, vol. 71(C).
  53. Wang, Xiaoyang, 2022. "Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets," Energy Economics, Elsevier, vol. 111(C).
  54. Wu, Wei & Xu, Meiqi & Su, Ruiqian & Ullah, Kaleem, 2024. "Modeling crude oil volatility using economic sentiment analysis and opinion mining of investors via deep learning and machine learning models," Energy, Elsevier, vol. 289(C).
  55. Sarasty, Oscar & Amin, Modhurima & Badruddoza, Syed, 2022. "Impact of the COVID-19 pandemic on agricultural commodity prices," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322240, Agricultural and Applied Economics Association.
  56. Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
  57. Li, Rongrong & Li, Shuyu, 2021. "Carbon emission post-coronavirus: Continual decline or rebound?," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 57-67.
  58. Jing Niu & Chao Ma & Chun-Ping Chang, 2023. "The arbitrage strategy in the crude oil futures market of shanghai international energy exchange," Economic Change and Restructuring, Springer, vol. 56(2), pages 1201-1223, April.
  59. Jyotirmayee Behera & Ajit Kumar Pasayat & Harekrushna Behera, 2022. "COVID-19 Vaccination Effect on Stock Market and Death Rate in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 651-673, December.
  60. Hong, Yanran & Ma, Feng & Wang, Lu & Liang, Chao, 2022. "How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test," Resources Policy, Elsevier, vol. 78(C).
  61. Kristjanpoller, Werner & Tabak, Benjamin Miranda, 2025. "Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 668(C).
  62. Hoang, Khanh & Arif, Muhammad & Nguyen, Cuong, 2022. "Corporate investment and government policy during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 677-696.
  63. Kuang, Hewu & Liang, Yiyan & Zhao, Wenjia & Cai, Jiahong, 2023. "Impact of natural resources and technology on economic development and sustainable environment – Analysis of resources-energy-growth-environment linkages in BRICS," Resources Policy, Elsevier, vol. 85(PB).
  64. Szymon Lis & Marcin Chlebus, 2021. "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers 2021-11, Faculty of Economic Sciences, University of Warsaw.
  65. Karasiński Jacek, 2023. "The adaptive market hypothesis and the return predictability in the cryptocurrency markets," Economics and Business Review, Sciendo, vol. 9(1), pages 94-118, April.
  66. Lee, Min-Jae & Choi, Sun-Yong, 2024. "Insights into the dynamics of market efficiency spillover of financial assets in different equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
  67. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  68. Naeem, Muhammad Abubakr & Karim, Sitara & Farid, Saqib & Tiwari, Aviral Kumar, 2022. "Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 548-562.
  69. Tetsuya Takaishi, 2025. "Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets," Papers 2504.18960, arXiv.org.
  70. Fareed, Zeeshan & Abbas, Shujaat & Madureira, Livia & Wang, Zhenkun, 2022. "Green stocks, crypto asset, crude oil and COVID19 pandemic: Application of rolling window multiple correlation," Resources Policy, Elsevier, vol. 79(C).
  71. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
  72. Zorgati, Imen & Garfatta, Riadh, 2021. "Spatial financial contagion during the COVID-19 outbreak: Local correlation approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
  73. Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023. "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 14-30.
  74. Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021. "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
  75. Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022. "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, vol. 77(C).
  76. Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2021. "Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis," Energy Policy, Elsevier, vol. 153(C).
  77. Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
  78. Kuang, Wei, 2022. "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, vol. 239(PA).
  79. Ghazani, Majid Mirzaee & Khosravi, Reza & Caporin, Massimiliano, 2023. "Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic," Resources Policy, Elsevier, vol. 80(C).
  80. An Cheng & Tonghui Chen & Guogang Jiang & Xinru Han, 2021. "Can Major Public Health Emergencies Affect Changes in International Oil Prices?," IJERPH, MDPI, vol. 18(24), pages 1-13, December.
  81. Kruel, Maximiliano & Ceretta, Paulo Sergio, 2022. "Asymmetric influences on Latin American stock markets: A quantile approach," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  82. Khurshid, Adnan & Khan, Khalid & Cifuentes-Faura, Javier & Chen, Yufeng, 2024. "Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches," Energy, Elsevier, vol. 289(C).
  83. Mohsin, Muhammad & Jamaani, Fouad, 2023. "A novel deep-learning technique for forecasting oil price volatility using historical prices of five precious metals in context of green financing – A comparison of deep learning, machine learning, and statistical models," Resources Policy, Elsevier, vol. 86(PA).
  84. Jacek Karasinski, 2022. "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w Warszawie w formie slabej)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(37), pages 15-28.
  85. Wasiuzzaman, Shaista & Muhd Azwan, Ayu Nadhirah & Hj Nordin, Aina Nazurah, 2023. "Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020," Emerging Markets Review, Elsevier, vol. 54(C).
  86. Mohsin, Muhammad & Jamaani, Fouad, 2023. "Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning," Resources Policy, Elsevier, vol. 85(PA).
  87. Imran Yousaf & Saba Qureshi & Fiza Qureshi & Mariya Gubareva, 2025. "Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US," Annals of Operations Research, Springer, vol. 352(3), pages 781-807, September.
  88. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "Volatility spillovers during market supply shocks: The case of negative oil prices," Resources Policy, Elsevier, vol. 74(C).
  89. Mejri, Sami & Aloui, Chaker & Khan, Nasir, 2024. "The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches," Resources Policy, Elsevier, vol. 88(C).
  90. Fox, Sarah Jane, 2021. "The nexus between resources and criminal activities: ‘Recycling crimes’ (Metals)," Resources Policy, Elsevier, vol. 74(C).
  91. Bassam A. Ibrahim & Ahmed A. Elamer & Hussein A. Abdou, 2025. "The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning," Annals of Operations Research, Springer, vol. 345(2), pages 909-952, February.
  92. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
  93. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2022. "Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method," Resources Policy, Elsevier, vol. 78(C).
  94. Espinosa-Paredes, G. & Rodriguez, E. & Alvarez-Ramirez, J., 2022. "A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  95. Yuandong, Su & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "How COVID-19 influences prices of oil and precious metals: Comparison between data extracted from online searching trends and actual events," Resources Policy, Elsevier, vol. 78(C).
  96. Farooque, Omar Al & Baghdadi, Ghasan & Trinh, Hai Hong & Khandaker, Sarod, 2023. "Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty," Emerging Markets Review, Elsevier, vol. 55(C).
  97. Nammouri, Hela & Chlibi, Souhir & Labidi, Oussama, 2022. "Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US," Finance Research Letters, Elsevier, vol. 46(PA).
  98. Wu, Ran & Li, Ming & Ma, Shenglin & Zeng, Hongjun, 2026. "Asymmetric market connectedness and systemic risk: A novel quantile and time-frequency evidence from brazilian energy firms," Renewable Energy, Elsevier, vol. 260(C).
  99. Chen, Lin & Min, Feng & Liu, Wenhua & Wen, Fenghua, 2022. "The Impact of the Infectious diseases and Commodity on Stock Markets," Finance Research Letters, Elsevier, vol. 47(PB).
  100. dos Santos Maciel, Leandro, 2023. "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, vol. 58(C).
  101. Le, Thai-Ha & Le, Anh Tu & Le, Ha-Chi, 2021. "The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?," Research in International Business and Finance, Elsevier, vol. 58(C).
  102. Mohd Ziaur Rehman & Shabeer Khan & Ghulam Abbas & Mohammed Alhashim, 2023. "Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach," Sustainability, MDPI, vol. 15(6), pages 1-20, March.
  103. Kaushik Ranjan Bandyopadhyay, 2022. "Oil and Gas Markets and COVID-19: A Critical Rumination on Drivers, Triggers, and Volatility," Energies, MDPI, vol. 15(8), pages 1-21, April.
  104. Pastory Dickson & Emmanuel Munishi, 2022. "Volatility shocks in energy commodities: The influence of COVID-19," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(2), pages 214-227, March.
  105. Naeem, Muhammad Abubakr & Farid, Saqib & Yousaf, Imran & Kang, Sang Hoon, 2023. "Asymmetric efficiency in petroleum markets before and during COVID-19," Resources Policy, Elsevier, vol. 86(PA).
  106. Yu, Fanchao, 2023. "Macroeconomic information, global economic policy uncertainty and gold futures return predictability," Finance Research Letters, Elsevier, vol. 55(PA).
  107. Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023. "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, vol. 65(C).
  108. Ben Salem, Leila & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022. "The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches," Resources Policy, Elsevier, vol. 79(C).
  109. Hung, Ngo Thai & Vo, Xuan Vinh, 2021. "Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak," International Review of Financial Analysis, Elsevier, vol. 76(C).
  110. Bouazizi, Tarek & Guesmi, Khaled & Galariotis, Emilios & Vigne, Samuel A., 2024. "Crude oil prices in times of crisis: The role of Covid-19 and historical events," International Review of Financial Analysis, Elsevier, vol. 91(C).
  111. George ANTON & Cosmin-Octavian CEPOI & Cătălin-Emilian HUIDUMAC-PETRESCU, 2022. "Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 44-53, April.
  112. Guliyev, Hasraddin & Mustafayev, Eldayag, 2022. "Predicting the changes in the WTI crude oil price dynamics using machine learning models," Resources Policy, Elsevier, vol. 77(C).
  113. Liu, Min & Lee, Chien-Chiang, 2022. "Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS," Resources Policy, Elsevier, vol. 76(C).
  114. Qian Wang & Yu Wei & Yifeng Zhang & Yuntong Liu, 2023. "Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic," Evaluation Review, , vol. 47(3), pages 391-432, June.
  115. Hassan, M. Kabir & Kamran, Muhammad & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy, 2022. "Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  116. Naeem, Muhammad Abubakr & Yousaf, Imran & Karim, Sitara & Tiwari, Aviral Kumar & Farid, Saqib, 2023. "Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19," Economic Modelling, Elsevier, vol. 118(C).
  117. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
  118. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021. "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series 9163, CESifo.
  119. Modhurima Dey Amin & Syed Badruddoza & Oscar Sarasty, 2024. "Comparing the great recession and COVID‐19 using Long Short‐Term Memory: A close look into agricultural commodity prices," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(4), pages 1406-1428, December.
  120. Dai, Xingyu & Li, Matthew C. & Xiao, Ling & Wang, Qunwei, 2022. "COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis," Resources Policy, Elsevier, vol. 79(C).
  121. Chen, Xiangyu & Tongurai, Jittima, 2024. "Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 70(PB).
  122. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
  123. Guo, Shanwen & Wang, Qibin & Hordofa, Tolassa Temesgen & Kaur, Prabjot & Nguyen, Ngoc Quynh & Maneengam, Apichit, 2022. "Does COVID-19 pandemic cause natural resources commodity prices volatility? Empirical evidence from China," Resources Policy, Elsevier, vol. 77(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.