These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

126 related articles for article (PubMed ID: 36247740)

  • 1. Commodity and financial markets' fear before and during COVID-19 pandemic: Persistence and causality analyses.
    Adekoya OB; Oliyide JA
    Resour Policy; 2022 Jun; 76():102598. PubMed ID: 36247740
    [TBL] [Abstract][Full Text] [Related]  

  • 2. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques.
    Adekoya OB; Oliyide JA
    Resour Policy; 2021 Mar; 70():101898. PubMed ID: 34173426
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Fresh evidence on connectedness between prominent markets during COVID-19 pandemic.
    Younis I; Hkiri B; Shah WU; Qureshi F; Ilyas M; Longsheng C
    Environ Sci Pollut Res Int; 2023 Feb; 30(9):22430-22457. PubMed ID: 36287363
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Impact persistence of stock market risks in commodity markets: Evidence from China.
    Ding S; Yuan Z; Chen F; Xiong X; Lu Z; Cui T
    PLoS One; 2021; 16(11):e0259308. PubMed ID: 34748595
    [TBL] [Abstract][Full Text] [Related]  

  • 5. On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets.
    Shaikh I
    Resour Policy; 2021 Aug; 72():102025. PubMed ID: 34725530
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Is this time really different? Flight-to-safety and the COVID-19 crisis.
    Löwen C; Kchouri B; Lehnert T
    PLoS One; 2021; 16(5):e0251752. PubMed ID: 34038444
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US.
    Li X; Li B; Wei G; Bai L; Wei Y; Liang C
    Resour Policy; 2021 Oct; 73():102166. PubMed ID: 34539034
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
    Tanin TI; Sarker A; Hammoudeh S; Shahbaz M
    J Econ Behav Organ; 2021 Nov; 191():214-235. PubMed ID: 34602683
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX.
    Sheikh SP; Jamil SA; Aysan AF; Atif M; Rabbani MR; Kayani UN
    Heliyon; 2023 Nov; 9(11):e21094. PubMed ID: 38027772
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets.
    Tuna G; Tuna VE
    Resour Policy; 2022 Jun; 76():102637. PubMed ID: 35261428
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach.
    Mroua M; Lamine A
    Heliyon; 2024 Jun; 10(12):e32738. PubMed ID: 38975215
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market.
    Xu Q; Meng T; Sha Y; Jiang X
    Resour Policy; 2022 Sep; 78():102927. PubMed ID: 35942294
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic.
    Lahmiri S; Bekiros S
    Chaos Solitons Fractals; 2020 Oct; 139():110084. PubMed ID: 32834621
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Global Economic Impact in Stock and Commodity Markets during Covid-19 pandemic.
    Sheth A; Sushra T; Kshirsagar A; Shah M
    Ann Data Sci; 2022; 9(5):889-907. PubMed ID: 38625230
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Impact of COVID-19 and economic policy uncertainty on China's stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches.
    Ullah A; Zhao X; Amin A; Syed AA; Riaz A
    Environ Sci Pollut Res Int; 2023 Jan; 30(5):12596-12607. PubMed ID: 36109486
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Forecasting commodity prices: empirical evidence using deep learning tools.
    Ben Ameur H; Boubaker S; Ftiti Z; Louhichi W; Tissaoui K
    Ann Oper Res; 2023 Jan; ():1-19. PubMed ID: 36710939
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
    Wang J; Lu X; He F; Ma F
    Int Rev Financ Anal; 2020 Nov; 72():101596. PubMed ID: 38620312
    [TBL] [Abstract][Full Text] [Related]  

  • 18. COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis.
    Karamti C; Belhassine O
    Financ Res Lett; 2022 Mar; 45():102136. PubMed ID: 35221810
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies.
    Owusu Junior P; Adam AM; Asafo-Adjei E; Boateng E; Hamidu Z; Awotwe E
    Heliyon; 2021 Oct; 7(10):e08211. PubMed ID: 34754971
    [TBL] [Abstract][Full Text] [Related]  

  • 20. The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran.
    Samadi AH; Owjimehr S; Nezhad Halafi Z
    J Policy Model; 2021; 43(1):34-55. PubMed ID: 32994651
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.