The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
Open accessAbstract
In this paper, we analyze the connectedness between the recent spread of COVID-19, oil price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence wavelet method and the wavelet-based Granger causality tests applied to US recent daily data unveil the unprecedented impact of COVID-19 and oil price shocks on the geopolitical risk levels, economic policy uncertainty and stock market volatility over the low frequency bands. The effect of the COVID-19 on the geopolitical risk substantially higher than on the US economic uncertainty. The COVID-19 risk is perceived differently over the short and the long-run and may be firstly viewed as an economic crisis. Our study offers several urgent prominent implications and endorsements for policymakers and asset managers.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Yarovaya, L., Matkovskyy, R., & Jalan, A. (2020) · doi:10.2139/ssrn.3586511 · Cited by 78
Self-citation
Cited by
Financial contagion during COVID–19 crisis
Akhtaruzzaman, M., Boubaker, S., & Sensoy, A. (2020) · SSRN Electronic Journal · doi:10.2139/ssrn.3584898 · Cited by 935
Geopolitical risk and dynamic connectedness between commodity markets
Gong, X., & Xu, J. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.106028 · Cited by 354
Abbas, J., Wang, L., Ben Belgacem, S., Pawar, P. S., Najam, H., & Abbas, J. (2023) · Energy · doi:10.1016/j.energy.2023.126683 · Cited by 347
A brief review of socio-economic and environmental impact of Covid-19
Bashir, M. F., MA, B., & Shahzad, L. (2020) · Air Quality, Atmosphere & Health · doi:10.1007/s11869-020-00894-8 · Cited by 269
Wang, Q., & Zhang, F. (2021) · Journal of Cleaner Production · doi:10.1016/j.jclepro.2021.126265 · Cited by 268
Metadata
- Authors
- Sharif, A., Aloui, C., & Yarovaya, L.
- Venue
- International Review of Financial Analysis
- Publisher
- Elsevier BV
- Published
- 2020-07
- Volume
- 70
- Pages
- 101496
- ISSN
- 1057-5219 (ISSN-L)
- OpenAlex
- W3022416583
- Cited by
- 1,484
- References
- 1
- FWCI
- 227.21
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. https://app.cochat.ai/papers/10.1016/j.irfa.2020.101496
- The paper
- Sharif, A., Aloui, C., & Yarovaya, L. (2020). COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2020.101496
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
