186 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. 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]
12. 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]
13. 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]
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. 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]
16. 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]
17. 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]
18. Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets.
Naveed HM; HongXing Y; Memon BA; Ali S; Alhussam MI; Sohu JM
Technol Forecast Soc Change; 2023 May; 190():122470. PubMed ID: 36896408
[TBL] [Abstract][Full Text] [Related]
19. 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]
20. 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]
[Next] [New Search]