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相关论文: Quantifying the impact of COVID-19 on the US stock…

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COVID-19 is not a universal killer. We study the spread of COVID-19 at the county level for the United States up until the 15$^{th}$ of August, 2020. We show that the prevalence of the disease and the death rate are correlated with the…

种群与进化 · 定量生物学 2021-07-01 Ayan Paul , Philipp Englert , Melinda Varga

COVID-19 has been affecting every aspect of societal life including human mobility since December, 2019. In this paper, we study the impact of COVID-19 on human mobility patterns at the state level within the United States. From the…

社会与信息网络 · 计算机科学 2020-12-08 Songhe Wang , Kangda Wei , Lei Lin , Weizi Li

As the COVID-19 ravaging through the globe, accurate forecasts of the disease spread is crucial for situational awareness, resource allocation, and public health decision-making. Alternative to the traditional disease surveillance data…

应用统计 · 统计学 2021-11-04 Simin Ma , Shihao Yang

The World Health Organization (WHO) announced that COVID-19 was a pandemic disease on the 11th of March as there were 118K cases in several countries and territories. Numerous researchers worked on forecasting the number of confirmed cases…

机器学习 · 计算机科学 2020-11-10 Hoang Long Nguyen , Zhenhe Pan , Hashim Abu-gellban , Fang Jin , Yuanlin Zhang

The ongoing COVID-19 pandemic continues to affect communities around the world. To date, almost 6 million people have died as a consequence of COVID-19, and more than one-quarter of a billion people are estimated to have been infected…

We studied the volatility and cross-sectional return dispersion effect of S&P Health Care Sector under the covid-19 epidemic. We innovatively used the Google index to proxy the impact of the epidemic and modeled the volatility. We also…

统计金融 · 定量金融 2021-03-25 Jiawei Du

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…

计算金融 · 定量金融 2020-03-18 Claudiu Albulescu

We exploit a city-level panel comprised of individual house price estimates to estimate the impact of COVID-19 on both small and big real-estate markets in California USA. Descriptive analysis of spot house price estimates, including…

综合金融 · 定量金融 2024-07-29 Alexander M. Petersen

The main objective of this study is to check short term stress of COVID-19 on the American, European, Asian, and Pacific stock market indices, furthermore, the correlation between all the stock markets during the pandemic. Secondary data of…

综合金融 · 定量金融 2020-08-17 Muhammad Rehan , Jahanzaib Alvi , Suleyman Serdar Karaca

The COVID-19 coronavirus pandemic has affected virtually every region of the globe. At the time of conducting this study, the number of daily cases in the United States is more than any other country, and the trend is increasing in most of…

应用统计 · 统计学 2020-07-28 Milad Asgari Mehrabadi , Nikil Dutt , Amir M. Rahmani

Reliable estimates of volatility and correlation are fundamental in economics and finance for understanding the impact of macroeconomics events on the market and guiding future investments and policies. Dependence across financial returns…

The purpose of this study is to investigate the effects of the COVID-19 pandemic on economic policy uncertainty in the US and the UK. The impact of the increase in COVID-19 cases and deaths in the country, and the increase in the number of…

综合经济学 · 经济学 2020-07-16 Ugur Korkut Pata

As the COVID-19 spread over the globe and new variants of COVID-19 keep occurring, reliable real-time forecasts of COVID-19 hospitalizations are critical for public health decision on medical resources allocations such as ICU beds,…

机器学习 · 计算机科学 2022-02-09 Tao Wang , Simin Ma , Soobin Baek , Shihao Yang

The paper studies different regression approaches for modeling COVID-19 spread and its impact on the stock market. The logistic curve model was used with Bayesian regression for predictive analytics of the coronavirus spread. The impact of…

统计金融 · 定量金融 2020-04-06 Bohdan M. Pavlyshenko

The United States of America has been the worst affected country in terms of the number of cases and deaths on account of the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) or COVID-19, a highly transmissible and pathogenic…

计算机与社会 · 计算机科学 2022-04-28 Isabella Hall , Nirmalya Thakur , Chia Y. Han

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…

计算金融 · 定量金融 2021-04-13 Claudiu Albulescu , Michel Mina , Cornel Oros

COVID-19 has had a much larger impact on the financial markets compared to previous epidemics because the news information is transferred over the social networks at a speed of light. Using Twitter's API, we compiled a unique dataset with…

综合经济学 · 经济学 2020-11-18 Rahul Goel , Lucas Javier Ford , Maksym Obrizan , Rajesh Sharma

This paper analyzes the impact of COVID-19 on the populations and equity markets of 92 countries. We compare country-by-country equity market dynamics to cumulative COVID-19 case and death counts and new case trajectories. First, we examine…

物理与社会 · 物理学 2020-12-24 Nick James , Max Menzies

With the heightened volatility in stock prices during the Covid-19 pandemic, the need for price forecasting has become more critical. We investigated the forecast performance of four models including Long-Short Term Memory, XGBoost,…

统计金融 · 定量金融 2021-05-07 Navid Mottaghi , Sara Farhangdoost

Previous research has demonstrated that various properties of infectious diseases can be inferred from online search behaviour. In this work we use time series of online search query frequencies to gain insights about the prevalence of…

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