相关论文: Coronavirus and oil price crash

This paper investigates the effect of the novel coronavirus and crude oil prices on the United States (US) economic policy uncertainty (EPU). Using daily data for the period January 21-March 13, 2020, our Autoregressive Distributed Lag…

We provide a new investigation of the relationship between oil and stock prices in the context of the outbreak of the new coronavirus crisis. Specifically, we assess to what extent the uncertainty induced by COVID-19 affects the interaction…

We develop an air mobility index and use the newly developed Apple's driving trend index to evaluate the impact of COVID-19 on the crude oil price. We use quantile regression and stationary and non-stationary extreme value models to study…

COVID-19 is an infectious disease that mostly affects the respiratory system. At the time of this research being performed, there were more than 1.4 million cases of COVID-19, and one of the biggest anxieties is not just our health, but our…

The ongoing COVID-19 shocked financial markets globally, including China's crude oil future market, which is the third most traded crude oil futures after WTI and Brent. As China's first crude oil futures accessible to foreign investors,…

40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX). Whereas the new cases…

This paper investigates the cointegration between possible determinants of crude oil futures prices during the COVID-19 pandemic period. We perform comparative analysis of WTI and newly-launched Shanghai crude oil futures (SC) via the…

This paper examines the impact of coronavirus (COVID-19) on stock market volatility (SMV) in Pakistan by controlling the effect of exchange rate, interest rate and government/central bank interventions to combat the pandemic. We used the…

The coronavirus disease (COVID-19) has caused enormous disruptions to not only the United States, but also the global economy. Due to the pandemic, issues in the supply chain and concerns about food shortage drove up the food prices.…

In mid of March 2020, Coronaviruses such as COVID-19 is declared as an international epidemic. More than 125000 confirmed cases and 4,607 death cases have been recorded around more than 118 countries. Unfortunately, a coronavirus vaccine is…

The coronavirus disease 2019 (COVID-19) has become a public health emergency of international concern affecting 201 countries and territories around the globe. As of April 4, 2020, it has caused a pandemic outbreak with more than 11,16,643…

As COVID-19 transmissions spread worldwide, governments have announced and enforced travel restrictions to prevent further infections. Such restrictions have a direct effect on the volume of international flights among these countries,…

Novel coronavirus disease (COVID-19) has spread across the world at an unprecedented pace, reaching over 200 countries and territories in less than three months. In response, many governments denied entry to travellers arriving from various…

This paper aims at shedding light upon how transforming or detrending a series can substantially impact predictions of mixed causal-noncausal (MAR) models, namely dynamic processes that depend not only on their lags but also on their leads.…

One of the most important incidents in the world in 2020 is the outbreak of the Coronavirus. Users on social networks publish a large number of comments about this event. These comments contain important hidden information of public opinion…

The Coronavirus, also known as the COVID-19 virus, has emerged in Wuhan China since late November 2019. Since that time, it has been spreading at large-scale until today all around the world. It is currently recognized as the world's most…

Starting in early 2020, the novel coronavirus disease (COVID-19) severely affected the U.S., causing substantial changes in the operations of bulk power systems and electricity markets. In this paper, we develop a data-driven analysis to…

The novel coronavirus disease 2019 COVID-19 has been leading the world into a prominent crisis. As of May 19, 2020, the virus had spread to 215 countries with more than 4,622,001 confirmed cases and 311,916 reported deaths worldwide,…

This study investigates the causal relationship between the COVID-19 pandemic and wage levels, aiming to provide a quantified assessment of the impact. While no significant evidence is found for long-term effects, the analysis reveals a…

The coronavirus disease 2019 (COVID-19) has become a public health emergency of international concern affecting more than 200 countries and territories worldwide. As of September 30, 2020, it has caused a pandemic outbreak with more than 33…