The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters
This study examines the multiscale spillovers and nonlinear causalities between the crude oil futures market and the stock markets of the United States (US), Canada, China, Russia, and Venezuela before and during the COVID-19 pandemic. Using the wavelet coherency method, we find strong co-movement b...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Published: |
Elsevier
2022
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/42043/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|