This paper proposes a new measure of epidemic uncertainty combining three dimensions related to the SARS-CoV-2 disease ‒ (i) the total COVID-19 confirmed cases, (ii) the total COVID-19 confirmed deaths and (iii) the total COVID-19 recovered cases ‒ to show how financial and macroeconomic...

This study considers the findings of previous research concerning the volatility and correlation transmission between equity and commodity markets and at- tempts to document evidence of contagion between these markets during four crises using the International Capital Asset Pricing Model...

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 --...

This study explores the relationship between CO2 emissions, economic growth, renewable energy consumption, industrial value added and service value added during the period 1990–2015. Annual data of 1021 countries classified by income levels: low-income, lower middle-income, upper middle-income...