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The Effects of COVID-19 Pandemic on Oil Prices, CO <sub>2</sub> Emissions and the Stock Market : Evidence from a VAR Model

Mzoughi, Hela - 2020

This paper examines the impact of COVID-19 pandemic on oil prices, CO2 emissions and stock market volatility over the period January 22, 2020 – March 30, 2020 using an unrestricted VAR. We demonstrate that although the increasing number of COVID-19 infections causeda decrease in the price of...

Persistent link: https://www.econbiz.de/10012835582

Negative oil price shocks transmission : the comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices

Boroumand, Raphaël Homayoun; Porcher, Thomas; Urom, … - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013286298

Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns

Urom, Christian; Onwuka, Kevin O.; Uma, Kalu E.; Yuni, … - In: International economics : a journal published by CEPII … 161 (2020), pp. 10-29

Persistent link: https://www.econbiz.de/10012642524

Quantile spillovers and dependence between Bitcoin, equities and strategic commodities

Urom, Christian; Abid, Ilyes; Guesmi, Khaled; … - In: Economic modelling 93 (2020), pp. 230-258

Persistent link: https://www.econbiz.de/10012430139

Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty

Urom, Christian; Mzoughi, Hela; Ndubuisi, Gideon Onyewuchi - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 326-341

Persistent link: https://www.econbiz.de/10013336297

From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations

Abid, Ilyes; Benkraiem, Ramzi; Mzoughi, Hela; Urom, … - In: Journal of international financial markets, … 91 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10014494830