The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters

• Main Authors: Ali, Syed Riaz Mahmood, Mensi, Walid, Anik, Kaysul Islam, Rahman, Mishkatur, Kang, Sang Hoon
• Format: Article
• Published: Elsevier 2022
• Subjects: HC Economic History and Conditions
• Online Access: http://eprints.um.edu.my/42043/

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...