So, Mike Ka-pui; Chan, Jacky N. L.; Chu, Amanda M. Y. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-11
prices. We perform rolling-sample tests to evidence whether two pandemic risk scores derived from network analysis, including … risk score as proxy variables to measure the impact of the COVID-19 pandemic risk on oil market. The asymmetric lead …-lag behavior between pandemic risk and oil future prices provides insights on oil demand and consumption during the COVID-19 …