Related papers: Modeling Macroeconomic Variations After COVID-19

Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually accommodated until March 09, 2020, when, 49 days after the…

In this paper, a susceptible-infected-removed (SIR) model has been used to track the evolution of the spread of the COVID-19 virus in four countries of interest. In particular, the epidemic model, that depends on some basic characteristics,…

The ongoing coronavirus disease 2019 (COVID-19) pandemic has wreaked havoc worldwide with millions of lives claimed, human travel restricted and economic development halted. Leveraging city-level mobility and case data, our analysis shows…

The COVID-19 pandemic and the mitigation policies implemented in response to it have resulted in economic losses worldwide. Attempts to understand the relationship between economics and epidemiology has lead to a new generation of…

The coronavirus disease 2019 (COVID-19) global pandemic has led many countries to impose unprecedented lockdown measures in order to slow down the outbreak. Questions on whether governments have acted promptly enough, and whether lockdown…

Epidemic is a rapid and wide spread of infectious disease threatening many lives and economy damages. It is important to fore-tell the epidemic lifetime so to decide on timely and remedic actions. These measures include closing borders,…

Crises such as natural disasters, global pandemics, and social unrest continuously threaten our world and emotionally affect millions of people worldwide in distinct ways. Understanding emotions that people express during large-scale crises…

The popular systemic risk measure CoVaR (conditional Value-at-Risk) and its variants are widely used in economics and finance. In this article, we propose joint dynamic forecasting models for the Value-at-Risk (VaR) and CoVaR. The CoVaR…

While COVID-19 is rapidly propagating around the globe, the need for providing real-time forecasts of the epidemics pushes fits of dynamical and statistical models to available data beyond their capabilities. Here we focus on statistical…

We analyse the economics and epidemiology of different scenarios for a phased restart of the UK economy. Our economic model is designed to address the unique features of the COVID-19 pandemic. Social distancing measures affect both supply…

This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volumes of market trades. Any econometric assessments of…

Countries are recording health information on the global spread of COVID-19 using different methods, sometimes changing the rules after a few days. They are all publishing the number of new individuals infected, cured and dead, along with…

During the COVID-19 pandemic of 2019/2020, authorities have used temporary ad-hoc policy measures, such as lockdowns and mass quarantines, to slow its transmission. However, the consequences of widespread use of these unprecedented measures…

Time variation and persistence are crucial properties of volatility that are often studied separately in energy volatility forecasting models. Here, we propose a novel approach that allows shocks with heterogeneous persistence to vary…

The COVID-19 outbreak forced governments worldwide to impose lockdowns and quarantines to prevent virus transmission. As a consequence, there are disruptions in human and economic activities all over the globe. The recovery process is also…

The sudden onset of the coronavirus (SARS-CoV-2) pandemic has resulted in tremendous loss of human life and economy in more than 210 countries and territories around the world. While self-protections such as wearing mask, sheltering in…

As the outbreak of COVID-19 enters its third year, we have now enough data to analyse the behavior of the pandemic with mathematical models over a long period of time. The pandemic alternates periods of high and low infections, in a way…

X-ray and computed tomography (CT) scanning technologies for COVID-19 screening have gained significant traction in AI research since the start of the coronavirus pandemic. Despite these continuous advancements for COVID-19 screening, many…

We propose a deterministic SAIVRD model and a stochastic SARV model of the epidemic COVID-19 involving asymptomatic infections and vaccinations to conduct data forecasts using time-dependent parameters. The forecast by our deterministic…

Motivated by the recent outbreak of coronavirus (COVID-19), we propose a stochastic model of epidemic temporal growth and mitigation based on a time-modulated Hawkes process. The model is sufficiently rich to incorporate specific…