SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
15 references·16 citing·29 second hop
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (2021)Crude oil market and stock markets during…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)The Coronavirus and the Great…Oil Price News and COVID-19—Is There Any Connection? (2020)Oil Price News and COVID-19—I…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…COVID-19 and stock market volatility: An industry level analysis (2020)COVID-19 and stock market vol…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Financial and macroeconomic connectedness: a network approach to measurement and monitoring (2015)Financial and macroeconomic c…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Predicting Volatility in the Foreign Exchange Market (1995)Predicting Volatility in the …Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach (2023)Time-frequency volatility tra…Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets (2023)Interconnected multilayer net…Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (2023)Integration and risk transmis…Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach (2022)Volatility spillover and inve…Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent (2022)Information connectedness of …Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (2022)Crude oil and Islamic sectora…Connectedness of energy markets around the world during the COVID-19 pandemic (2022)Connectedness of energy marke…Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)Connectedness among major cry…Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis (2021)Volatility Spillovers between…Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic (2021)Tail Risk Connectedness in th…Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies (2021)Dynamic spillovers across oil…Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter? (2021)Dynamic linkages between econ…COVID-19 research outcomes: An agenda for future research (2021)COVID-19 research outcomes: A…Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic (2021)Connectedness of stock market…Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Asymmetric spillover and netw…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Econometric Analysis of Panel Data (2021)Measuring Uncertainty (2015)A critical analysis of the impacts of COVID-19 on the global economy and ecosystems and opportunities for circular economy strategies (2020)Fear, lockdown, and diversion: Comparing drivers of pandemic economic decline 2020 (2020)Measuring Economic Policy Uncertainty* (2016)COVID-19 and finance: Agendas for future research (2020)Financial contagion during COVID–19 crisis (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)SRISK: A conditional capital shortfall measure of systemic risk (2017)Economic uncertainty before and during the COVID-19 pandemic (2020)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2020COVID-Induced Economic Uncertainty1,562 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns1,435 cited
  • 2020The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity804 cited
  • 1995Predicting Volatility in the Foreign Exchange Market723 cited
  • 2020COVID-19 and stock market volatility: An industry level analysis544 cited
  • 2020Oil Price News and COVID-19—Is There Any Connection?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

361 cited
  • 2015Financial and macroeconomic connectedness: a network approach to measurement and monitoring253 cited
  • Cited by

    • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis323 cited
    • 2021Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis183 cited
    • 2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak176 cited
    • 2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach172 cited
    • 2021Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets168 cited
    • 2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies148 cited
    • 2022Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach146 cited
    • 2021Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?132 cited
    • 2021COVID-19 research outcomes: An agenda for future research112 cited
    • 2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets109 cited
    • 2021Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic109 cited
    • 2022Connectedness of energy markets around the world during the COVID-19 pandemic107 cited
    • 2022Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent98 cited
    • 2021Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic96 cited
    • 2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies95 cited
    • 2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach92 cited