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Will the aviation industry have a bright future after the COVID-19 outbreak? : evidence from Chinese airport shipping sector
Liu, Jingxuan; Qiao, Ping; Ding, Jian; Hankinson, Luke; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/276, pp. 1-14
Due to the lockdown regulations worldwide during the COVID-19 pandemic, the global aviation industry has been severely hit. This study focuses on the volatility estimation of stock indexes in the Chinese Airport Shipping Set (ASS) at industry-enterprise levels and identifies possible business...
Persistent link: https://www.econbiz.de/10012388774
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Systematic and idiosyncratic risks of the U.S. Airline industry
Bhuyan, Rafiqul; Mollick, André Varella; Amin, Md. Ruhul - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-13
Understanding the risky nature of the airline industry has received attention in the tourism literature from separate … angles. Although the systematic risk of the airline industry has been examined before, idiosyncratic risk has largely been … systematic and idiosyncratic risks of the U.S. airline industry. Using historical air travel data and utilizing both OLS and …
Persistent link: https://www.econbiz.de/10013380405
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COVID-19 vaccinations and the volatility of energy companies in international markets
Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21
The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...
Persistent link: https://www.econbiz.de/10012799942
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Dynamic causality analysis of COVID-19 pandemic risk and oil market changes
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
Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...
Persistent link: https://www.econbiz.de/10013273581
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The COVID-19 shock : a Bayesian approach
Younes, Oussama Abi; Altuğ, Sumru - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15
The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global …
Persistent link: https://www.econbiz.de/10012792445
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Spillovers of the COVID-19 pandemic : impact on global economic activity, the stock market, and the energy sector
Hasan, Md. Bokhtiar; Masnun Mahi; Sarker, Tapan; Amin, … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18
In this study, we examine the effect of the COVID-19 pandemic on global economic activity, the stock market, and the energy sector considering the sizable damaging impacts in these crucial aspects. Our results, based on the structural vector autoregression (SVAR) model for the data from 21...
Persistent link: https://www.econbiz.de/10012534226
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Cryptocurrencies, diversification and the COVID-19 pandemic
Allen, David E. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...
Persistent link: https://www.econbiz.de/10013161685
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Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic
Li, Xinba; Kao, Chihwa - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
COVID-19 has affected almost all sectors of the economy, including the real estate markets across different countries in the world. A rich body of literature has emerged in analyzing real estate market trends and revealing important information. However, few studies have used a spatial...
Persistent link: https://www.econbiz.de/10013165267
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Certificate of need laws and health care use during the COVID-19 pandemic
Choudhury, Agnitra Roy; Ghosh, Sriparna; Plemmons, Alicia - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-11
new hospital beds. The coronavirus pandemic created a surge in demand for medical services, which might be exacerbated in …
Persistent link: https://www.econbiz.de/10012821552
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Fight alone or together? : the influence of risk perception on helping behavior
Yin, Liping; Wu, Yenchun Jim - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-15
Will there be a greater sense of solidarity and friendship during public crises? This study aims to determine whether risk perception influences employees’ willingness to assist in times of public crisis, taking COVID-19 as a specific research scenario and based on the theory of “tend and...
Persistent link: https://www.econbiz.de/10012821585