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...

On 12 March 2020, the sharp fell of U.S. crude oil price to 30 dollars was explained by the outspreads of coronavirus pandemic and the OPEC's inability to reach a production quota agreement. We employ the structural VAR model with time-varying coefficients and stochastic volatility (TVP-SVAR...

The current global COVID-19 pandemic is adversely affecting the oil market (West Texas Intermediate) and crypto-assets markets. This paper empirically investigates the extent to which interdependence in markets may be driven by COVID-19 effects. We fit copulas to pairs of before and after...

"The World Health Organization confirmed COVID-19 a pandemic on March 11, 2020, causing vast impact on international economy. The coronavirus pandemic has given rise to an unprecedented global health and economic crises. Apart from the toll of early deaths, economic activities have been stalled...

This study investigates the extent to which intra-day jumps and co-jumps in cryptocurrency markets stem from the release of macroeconomic news from the U.S., Germany and Japan. Using 5-min frequency prices for Bitcoin and Ethereum quoted against the U.S. dollar over the 2016-2019 period, we find...

Chapter 1. Market-Timing Skills in the Aftermath of COVID-19 Outbreak: Evidence from Islamic Funds -- Chapter 2. The Relationship Between US Stock, Commodity and Virtual Markets During COVID-19 Forced Crisis -- Chapter 3. Towards a Better Comprehension of Tourism Crisis in the Era of Covid-19 --...