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 … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … volatility measurement approach. Moreover, the effect is not driven by the dynamics of the pandemic itself or the associated …