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This paper tries to evaluate the impact of COVID-19 on the world oil prices from a multidimensional graphical …-Physical Space)”. The I-Physical Space can show the world oil prices from a multi-dimensional point of view in shorter or longer … periods of time systematically. To analyze the behavior of world oil prices, we divided historical data from April 2019 to …
Persistent link: https://www.econbiz.de/10012836096
As demonic panic continues to grip the world over the outbreak of COVID19, There is plenty of bearish sentiment hanging … the market orientation. Oil prices have plummeted as the Coronavirus has intensified across much of Europe and North …
Persistent link: https://www.econbiz.de/10012839328
Purpose - The crude oil market has experienced an unprecedented overreaction in the first half of the pandemic year 2020. This study aims to show the performance of the global crude oil market amid Covid-19 and spillover relations with other asset classes. Design/methodology/approach - The...
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We use the conditional autoregressive value at risk (CAViaR) model in combination with the time-varying parameter vector autoregressive (TVP-VAR) based connectedness approach to study the systematic tail risk transmission considering two types of crude oil (Brent and WTI) and also four refined...
Persistent link: https://www.econbiz.de/10013211885
The COVID-19 epidemic has severely affected the world economy and energy markets. In order to alleviate the shock …
Persistent link: https://www.econbiz.de/10013189423