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Oil price volatility in the context of Covid-19
9 references·16 citing·47 second hop
Oil price volatility in the context of Covid-19 (2021)Oil price volatility in the context of Co…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Crude Oil Prices and COVID-19: Persistence of the Shock (2020)Crude Oil Prices and COVID-19…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…Coronavirus and Oil Price Crash (2020)Coronavirus and Oil Price Cra…Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data (2018)Oil price volatility and econ…Oil Price Uncertainty (2010)Oil Price UncertaintyOil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Macroeconomics and Reality (1980)Macroeconomics and RealityRETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in fi…Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications (2023)Risk spillovers connectedness…Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (2023)Oil price shocks and exchange…Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries (2023)Effects of Crude Oil Price Sh…Crude oil price prediction using deep reinforcement learning (2023)Crude oil price prediction us…The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies (2022)The effects of COVID-19 on th…Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain (2022)Nexus between oil shocks and …Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-19 (2022)Natural resources commodity p…Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis (2022)Green innovation, resource pr…Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect (2022)Futures volatility forecastin…Credit spreads in the European green bond market: A daily analysis of the COVID‐19 pandemic impact (2022)Credit spreads in the Europea…A Novel Multi-Criteria Assessment Approach for Post-COVID-19 Production Strategies in Vietnam Manufacturing Industry: OPA–Fuzzy EDAS Model (2022)A Novel Multi-Criteria Assess…Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic (2021)Tail Risk Connectedness in th…Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach (2021)Impact of COVID-19 pandemic o…Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era (2021)Global economic performance a…COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach (2021)COVID-19 Pandemic and Romania…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil shocks, policy uncertainty and stock market return (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)Specification Tests in Econometrics (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (2020)Financial stress, economic policy uncertainty, and oil price uncertainty (2021)The impact of extreme events on energy price risk (2021)Bounds testing approaches to the analysis of level relationships (2001)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Measuring Economic Policy Uncertainty* (2016)Covid-19 Pandemic; Recession, Virtual Revolution Leading to De-globalization? (2020)Detecting Misleading Information on COVID-19 (2020)Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? (2020)COVID-19 and finance: Agendas for future research (2020)COVID-Induced Economic Uncertainty (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Constructing a Global Fear Index for the COVID-19 Pandemic (2020)COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries (2020)Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Unprecedented Stock Market Impact of COVID-19 (2020)Generalized impulse response analysis in linear multivariate models (1998)Contemporaneous and lagged R 2 decomposed connectedness approach: New evidence from the energy futures market (2023)Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits (2023)Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective (2023)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 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
  • 2020Feverish Stock Price Reactions to COVID-19*1,199 cited
  • 2010Oil Price Uncertainty655 cited
  • 2020Crude Oil Prices and COVID-19: Persistence of the Shock279 cited
  • 2018Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data225 cited
  • 2020Coronavirus and Oil Price Crash193 cited

Cited by

  • 2021Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic96 cited
  • 2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach89 cited
  • 2021Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era79 cited
  • 2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies79 cited
  • 2022Credit spreads in the European green bond market: A daily analysis of the COVID‐19 pandemic impact

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71 cited
  • 2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain71 cited
  • 2022Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis69 cited
  • 2022Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-1964 cited
  • 2022The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies60 cited
  • 2023Effects of Crude Oil Price Shocks on Stock Markets and Currency Exchange Rates in the Context of Russia-Ukraine Conflict: Evidence from G7 Countries59 cited
  • 2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach40 cited
  • 2023Crude oil price prediction using deep reinforcement learning38 cited
  • 2022A Novel Multi-Criteria Assessment Approach for Post-COVID-19 Production Strategies in Vietnam Manufacturing Industry: OPA–Fuzzy EDAS Model35 cited
  • 2022Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect34 cited
  • 2023Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications27 cited
  • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited