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...