Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries
Year of publication: |
2022
|
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Authors: | Khalfaoui, Rabeh ; Solarin Sakiru Adebola ; Al-Qadasi, Adel Ali ; Jabeur, Sami Ben |
Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 105-143
|
Subject: | COVID-19 | Oil price | Stocks | Economic uncertainty | Wavelet analysis | Gaussian graphical model | Value-at-Risk | Ölpreis | Coronavirus | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Risiko | Risk | Welt | World | Aktienmarkt | Stock market | Epidemie | Epidemic | Wirtschaftspolitik | Economic policy | Kausalanalyse | Causality analysis |
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