The DOI matches its Crossref record; 33 of the 34 references it cites were found in a registry or an index.
COVID-19 and the Oil Price – Stock Market Nexus: Evidence From Net Oil-Importing Countries
Open accessAbstract
This study focuses on the relation between stock price returns and oil price returns covering the COVID-19 period. This relation is examined for major net oil-importing Asian countries. Utilizing daily data, we fit a DCC-GARCH model. We find evidence of a positive co-movement between oil price returns and stock price returns during the COVID-19 period. This indicates that falling oil prices act as a negative signal for the stock market.
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.
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“Some studies, starting with [32] and [33], say that when oil prices go up, the stock market goes down.”
From Dynamics of economic growth in ASEAN-5 countries: a panel ARDL approach (2024) · cites this paper as [33]
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
Engle, R. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102288618487 · Cited by 7,133
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
Kilian, L., & Park, C. (2009) · International Economic Review · doi:10.1111/j.1468-2354.2009.00568.x · Cited by 1,839
Oil price shocks and stock market activity
Sadorsky, P. (1999) · Energy Economics · doi:10.1016/s0140-9883(99)00020-1 · Cited by 1,813
Jones, C. M., & Kaul, G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb02691.x · Cited by 1,540
Filis, G. N., Degiannakis, S. A., & Floros, C. (2011) · International Review of Financial Analysis · doi:10.1016/j.irfa.2011.02.014 · Cited by 769
Do structural oil-market shocks affect stock prices?
Apergis, N., & Miller, S. M. (2009) · Energy Economics · doi:10.1016/j.eneco.2009.03.001 · Cited by 728
Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition
Phan, D. H. B., & Narayan, P. K. (2020) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2020.1784719 · Cited by 650
He, P., Sun, Y., Zhang, Y., & Li, T. (2020) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2020.1785865 · Cited by 644
New evidence on oil price and firm returns
Narayan, P. K., & Sharma, S. S. (2011) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2011.05.010 · Cited by 543
Implications of COVID-19 Pandemic on the Global Trade Networks
Vidya, C. T., & Prabheesh, K. P. (2020) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2020.1785426 · Cited by 444
Self-citation
Cited by
Sorted by citations
The economics of COVID-19 pandemic: A survey
Padhan, R., & Prabheesh, K. P. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.02.012 · Cited by 423
Self-citationCOVID-19 lockdowns, stimulus packages, travel bans, and stock returns
Narayan, P. K., Phan, D. H. B., & Liu, G. (2020) · Finance research letters · doi:10.1016/j.frl.2020.101732 · Cited by 401
Japanese currency and stock market—What happened during the COVID-19 pandemic?
Narayan, P. K., Devpura, N., & Wang, H. (2020) · Economic Analysis and Policy · doi:10.1016/j.eap.2020.09.014 · Cited by 268
Chien, F., Sadiq, M., Kamran, H. W., Nawaz, M. A., Hussain, M. S., & Raza, M. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-12938-2 · Cited by 250
Firms' cash reserve, financial constraint, and geopolitical risk
Lee, C., & Wang, C. (2020) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2020.101480 · Cited by 239
What is the exchange rate volatility response to COVID-19 and government interventions?
Feng, G., Yang, H., Gong, Q., & Chang, C.-P. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.01.018 · Cited by 220
How do equity markets react to COVID-19? Evidence from emerging and developed countries
Harjoto, M. A., Rossi, F., Lee, R., & Sergi, B. S. (2020) · Journal of Economics and Business · doi:10.1016/j.jeconbus.2020.105966 · Cited by 200
What are the shocks of climate change on clean energy investment: A diversified exploration
Chen, X., Fu, Q., & Chang, C. (2021) · Energy Economics · doi:10.1016/j.eneco.2021.105136 · Cited by 195
Does crude oil price stimulate economic policy uncertainty in BRICS?
Su, C., Huang, S., Qin, M., & Umar, M. (2021) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2021.101519 · Cited by 180
Economic Policy Uncertainty in Times of COVID-19 Pandemic
Iyke, B. N. (2020) · Asian Economics Letters · doi:10.46557/001c.17665 · Cited by 162
The impact of extreme events on energy price risk
Wen, J., Zhao, X., & Chang, C. (2021) · Energy Economics · doi:10.1016/j.eneco.2021.105308 · Cited by 157
The nexus between oil price and stock market: Evidence from South Asia
Alamgir, F., & Amin, S. B. (2021) · Energy Reports · doi:10.1016/j.egyr.2021.01.027 · Cited by 136
Disli, M., Nagayev, R., Salim, K., Rizkiah, S. K., & Aysan, A. F. (2021) · Research in International Business and Finance · doi:10.1016/j.ribaf.2021.101461 · Cited by 131
Impact of COVID-19 on stock price crash risk: Evidence from Chinese energy firms
Huang, S., & Liu, H. (2021) · Energy Economics · doi:10.1016/j.eneco.2021.105431 · Cited by 128
The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?
Le, T., Le, A. T., & Le, H.-C. (2021) · Research in International Business and Finance · doi:10.1016/j.ribaf.2021.101489 · Cited by 124
Abuzayed, B. M., & Al‐Fayoumi, N. A. (2021) · The North American Journal of Economics and Finance · doi:10.1016/j.najef.2021.101476 · Cited by 113
Natural resources rents and economic performance: Post-COVID-19 era for G7 countries
Hordofa, T. T., Liying, S., Mughal, N., Arif, A., Vu, H. M., & Kaur, P. (2021) · Resources Policy · doi:10.1016/j.resourpol.2021.102441 · Cited by 113
Government Fighting Pandemic, Stock Market Return, and COVID-19 Virus Outbreak
Chang, C.-P., Feng, G., & Zheng, M. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1873129 · Cited by 112
COVID-19 research outcomes: An agenda for future research
Narayan, P. K. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.06.006 · Cited by 112
Wang, Q., Yang, X., & Li, R. (2021) · Energy Strategy Reviews · doi:10.1016/j.esr.2021.100761 · Cited by 112
The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China
Si, D.-K., Li, X., Xu, X., & Fang, Y. X. (2021) · Energy Economics · doi:10.1016/j.eneco.2021.105498 · Cited by 108
Ma, Q., Zhang, M., Ali, S., Kırıkkaleli, D., & Khan, Z. (2021) · Resources Policy · doi:10.1016/j.resourpol.2021.102338 · Cited by 105
Identifying the influence of natural disasters on technological innovation
Chen, Y.-E., Li, C., Chang, C., & Zheng, M. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.01.016 · Cited by 102
Prabheesh, K. P. (2020) · Asian Economics Letters · doi:10.46557/001c.17658 · Cited by 101
Self-citationRai, K., & Garg, B. (2021) · Applied Economics Letters · doi:10.1080/13504851.2021.1884835 · Cited by 95
Self-citationIs there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, P. K., Gong, Q., & Ahmed, H. J. A. (2021) · Applied Economics Letters · doi:10.1080/13504851.2020.1861190 · Cited by 94
Rakshit, B., & Neog, Y. (2021) · Studies in Economics and Finance · doi:10.1108/sef-09-2020-0389 · Cited by 88
Huang, M., Shao, W., & Wang, J. (2022) · Resources Policy · doi:10.1016/j.resourpol.2022.103233 · Cited by 69
Does a Government Response to COVID-19 Hurt the Stock Price of an Energy Enterprise?
Hu, H., Chen, D., & Fu, Q. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1911803 · Cited by 68
Yu, Z., Xiao, Y., & Li, J. (2021) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2021.101555 · Cited by 67
How stock markets reacted to COVID-19? Evidence from 25 countries
Bannigidadmath, D., Narayan, P. K., Phan, D. H. B., & Gong, Q. (2021) · Finance research letters · doi:10.1016/j.frl.2021.102161 · Cited by 63
Covid-19 and energy sector: Unique opportunity for switching to clean energy
Gollakota, A. R. K., & Shu, C. (2022) · Gondwana Research · doi:10.1016/j.gr.2022.01.014 · Cited by 61
Kumeka, T. T., Uzoma-Nwosu, D. C., & David-Wayas, M. O. (2022) · Resources Policy · doi:10.1016/j.resourpol.2022.102744 · Cited by 60
Islamic Stock indices and COVID-19 pandemic
Salisu, A. A., & Shaik, M. (2022) · International Review of Economics & Finance · doi:10.1016/j.iref.2022.02.073 · Cited by 59
COVID-19 and energy: Influence mechanisms and research methodologies
Zhang, L., Li, H., Lee, W., & Liao, H. (2021) · Sustainable Production and Consumption · doi:10.1016/j.spc.2021.05.010 · Cited by 58
Gold and US sectoral stocks during COVID-19 pandemic
Salisu, A. A., Vo, X. V., & Lucey, B. M. (2021) · Research in International Business and Finance · doi:10.1016/j.ribaf.2021.101424 · Cited by 58
COVID-19 pandemic and stock market reaction: empirical insights from 15 Asian countries
Mishra, P. K., & Mishra, S. K. (2021) · Transnational Corporation Review · doi:10.1080/19186444.2021.1924536 · Cited by 57
Labor protection and the efficiency of human capital investment
Guo, J., Tang, Q., & Jin, G. (2020) · Economic Analysis and Policy · doi:10.1016/j.eap.2020.12.006 · Cited by 56
Investor attention on COVID-19 and African stock returns
Iyke, B. N., & Ho, S. (2020) · MethodsX · doi:10.1016/j.mex.2020.101195 · Cited by 53
Predicting the European stock market during COVID-19: A machine learning approach
Khattak, M. A., Ali, M., & Rizvi, S. A. R. (2020) · MethodsX · doi:10.1016/j.mex.2020.101198 · Cited by 52
Who has done a better job in fighting the COVID-19 epidemic? Left or Right?
Wang, H., an, K., & Zheng, M. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1908259 · Cited by 52
Impact of COVID-19 on Stock Markets
Christos, G., Charalampos, N., & Kyriazakou, E. (2021) · Asian Economics Letters · doi:10.46557/001c.22974 · Cited by 52
Household-owned Businesses’ Vulnerability to the COVID-19 Pandemic
Yue, P., Korkmaz, A. G., Yin, Z., & Zhou, H. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1899912 · Cited by 51
Has COVID-19 changed the stock return-oil price predictability pattern?
Zhang, F., Narayan, P. K., & Devpura, N. (2021) · Financial Innovation · doi:10.1186/s40854-021-00277-7 · Cited by 50
An assessment of how COVID-19 changed the global equity market
Nguyen, D. T., Phan, D. H. B., Ming, T. C., & Nguyen, V. K. L. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.01.003 · Cited by 50
Policy uncertainty and sectoral stock market volatility in China
Si, D.-K., Zhao, B. T., Li, X., & Ding, H. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.01.006 · Cited by 49
Oil Price and Exchange Rate Behaviour of the BRICS
Salisu, A. A., Cuñado, J., Isah, K. O., & Gupta, R. (2020) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2020.1850440 · Cited by 49
Economic policy uncertainty and China’s growth-at-risk
Gu, X., Cheng, X., Zhu, Z., & Deng, X. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.03.006 · Cited by 48
Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network
Li, Y., Luo, J., & Jiang, Y. (2021) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2021.101554 · Cited by 48
Does investor attention increase stock market volatility during the COVID-19 pandemic?
Wang, H., Xu, L., & Sharma, S. S. (2021) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2021.101638 · Cited by 47
Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic
Iyke, B. N., & Ho, S. (2021) · Finance research letters · doi:10.1016/j.frl.2021.102000 · Cited by 45
Can energy security predict energy stock returns?
Iyke, B. N., Tran, V. T., & Narayan, P. K. (2020) · Energy Economics · doi:10.1016/j.eneco.2020.105052 · Cited by 45
China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?
Tong, Y., Wan, N., Dai, X., Bi, X., & Wang, Q. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.105937 · Cited by 45
Boateng, E., Adam, A. M., & Owusu, P. (2021) · Resources Policy · doi:10.1016/j.resourpol.2021.102389 · Cited by 44
Exploring the role of natural resources, natural gas and oil production for economic growth of China
Cui, L., Weng, S., Kırıkkaleli, D., Bashir, M. A., Rjoub, H., & Zhou, Y. (2021) · Resources Policy · doi:10.1016/j.resourpol.2021.102429 · Cited by 44
Naidu, D., & Ranjeeni, K. (2021) · Pacific-Basin Finance Journal · doi:10.1016/j.pacfin.2021.101520 · Cited by 44
COVID-19 and uncertainty spillovers in Indian stock market
Guru, B. K., & Das, A. (2020) · MethodsX · doi:10.1016/j.mex.2020.101199 · Cited by 43
Salisu, A. A., & Obiora, K. I. (2021) · Financial Innovation · doi:10.1186/s40854-021-00253-1 · Cited by 43
Trade policy uncertainty and firm risk taking
Wang, H., Shen, H., Tang, X., Wu, Z., & Ma, S. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.03.007 · Cited by 42
Godil, D. I., Sarwat, S., Khan, M. K., Ashraf, M. S., Sharif, A., & Öztürk, İ. (2021) · Resources Policy · doi:10.1016/j.resourpol.2021.102470 · Cited by 42
Stock Liquidity and Firm Value in the Time of COVID-19 Pandemic
Zhang, P., Gao, J., & Li, X. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1898368 · Cited by 40
Climate Policy Uncertainty and Crude Oil Market Volatility
Salisu, A. A., Omoke, P. C., & Fadiya, O. T. (2022) · Energy RESEARCH LETTERS · doi:10.46557/001c.38781 · Cited by 39
Evidence of oil market price clustering during the COVID-19 pandemic
Narayan, P. K. (2021) · International Review of Financial Analysis · doi:10.1016/j.irfa.2021.102009 · Cited by 39
Shehzad, K., Zaman, U., Liu, X., Górecki, J., & Pugnetti, C. (2021) · Sustainability · doi:10.3390/su13094688 · Cited by 38
Prabheesh, K. P., & Kumar, S. (2021) · Energy RESEARCH LETTERS · doi:10.46557/001c.27015 · Cited by 37
Self-citationCrude oil prices in times of crisis: The role of Covid-19 and historical events
Bouazizi, T., Guesmi, K., Galariotis, E., & Vigne, S. A. (2023) · International Review of Financial Analysis · doi:10.1016/j.irfa.2023.102955 · Cited by 36
Effect of COVID-19 on the relationship between Euro/USD exchange rate and oil price
Devpura, N. (2021) · MethodsX · doi:10.1016/j.mex.2021.101262 · Cited by 36
Measuring the response of clean energy stock price volatility to extreme shocks
Zhang, L., Wang, L., Peng, L., & Luo, K. (2023) · Renewable Energy · doi:10.1016/j.renene.2023.02.066 · Cited by 34
Risk perception and oil and gasoline markets under COVID-19
Ahundjanov, B. B., Akhundjanov, S. B., & Okhunjanov, B. B. (2021) · Journal of Economics and Business · doi:10.1016/j.jeconbus.2020.105979 · Cited by 34
Garg, B., & Prabheesh, K. P. (2021) · Studies in Economics and Finance · doi:10.1108/sef-09-2020-0387 · Cited by 33
Self-citationOil Price Shocks During the COVID-19 Pandemic: Evidence From United Kingdom Energy Stocks
Muğaloğlu, E., Polat, A. Y., Tekin, H., & Dogan, A. (2021) · Energy RESEARCH LETTERS · doi:10.46557/001c.24253 · Cited by 33
Dynamic relationships among green bonds, CO2 emissions, and oil prices
Marín‐Rodríguez, N. J., González-Ruíz, J. D., & Botero, S. B. (2022) · Frontiers in Environmental Science · doi:10.3389/fenvs.2022.992726 · Cited by 33
EXTERNAL DEBT, INSTITUTIONAL QUALITY AND ECONOMIC GROWTH
Daud, S. N. M. (2020) · Bulletin of Monetary Economics and Banking · doi:10.21098/bemp.v23i2.1173 · Cited by 32
COMPETITION, DIVERSIFICATION, AND STABILITY IN THE INDONESIAN BANKING SYSTEM
Khattak, M. A., Ali, M., Hamid, B. A., & Islam, . U. (2021) · Bulletin of Monetary Economics and Banking · doi:10.21098/bemp.v24i0.1481 · Cited by 32
COVID-19 and the Energy Trade: Evidence from Tanker Trade Routes
Michail, N. A., & Melas, K. D. (2021) · The Asian Journal of Shipping and Logistics · doi:10.1016/j.ajsl.2021.12.001 · Cited by 33
Farooq, U., Nasir, A., Bilal, B., & Bashir, M. F. (2022) · Economic Research-Ekonomska Istraživanja · doi:10.1080/1331677x.2022.2053784 · Cited by 31
Terrorist attacks and oil prices: Hypothesis and empirical evidence
Phan, D. H. B., Narayan, P. K., & Gong, Q. (2021) · International Review of Financial Analysis · doi:10.1016/j.irfa.2021.101669 · Cited by 29
A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic
Salisu, A. A., Ogbonna, A. E., Oloko, T. F., & Adediran, I. A. (2021) · Sustainability · doi:10.3390/su13063212 · Cited by 29
Asaad, Z. A. (2021) · International Journal of Energy Economics and Policy · doi:10.32479/ijeep.11552 · Cited by 29
Does the source of oil price shocks matter for the systemic risk?
Ouyang, Z., Liu, M.-T., Huang, S.-S., & Yao, T. S. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.105958 · Cited by 29
Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?
Riahi, R., Bennajma, A., Jahmane, A., & Hammami, H. (2023) · Research in International Business and Finance · doi:10.1016/j.ribaf.2023.102102 · Cited by 39
Analyzing causality between epidemics and oil prices: Role of the stock market
Sui, B., Chang, C., Jang, C.-L., & Gong, Q. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.02.004 · Cited by 28
Dynamics of economic growth in ASEAN-5 countries: a panel ARDL approach
Hidthiir, M. H. B., Ahmad, Z., Junoh, M. Z. M., & Yusof, M. F. B. (2024) · Discover Sustainability · doi:10.1007/s43621-024-00351-x · Cited by 27
Political promotion incentives and local employment
Gong, M., He, W., & Nan, Z. (2021) · Economic Analysis and Policy · doi:10.1016/j.eap.2021.01.004 · Cited by 27
Tuna, G., & Tuna, V. E. (2022) · Resources Policy · doi:10.1016/j.resourpol.2022.102637 · Cited by 27
ASYMMETRIC EFFECT OF CRUDE OIL AND PALM OIL PRICES ON ECONOMIC GROWTH: EVIDENCE FROM INDONESIA
Prabheesh, K. P., & Laila, N. (2020) · Bulletin of Monetary Economics and Banking · doi:10.21098/bemp.v23i1.1304 · Cited by 32
Self-citationNovel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs
Papathanasiou, S., Koutsokostas, D., & Pergeris, G. (2021) · Finance research letters · doi:10.1016/j.frl.2021.102602 · Cited by 26
Salah, A. A., Shalby, M. M., & Ismail, F. B. (2023) · Sustainability Science Practice and Policy · doi:10.1080/15487733.2023.2212517 · Cited by 33
Younis, I., Gupta, H., Shah, W. U., Sharif, A., & Tang, X. (2024) · Computational Economics · doi:10.1007/s10614-024-10552-1 · Cited by 28
Commodity futures returns and policy uncertainty
Bannigidadmath, D., & Narayan, P. K. (2020) · International Review of Economics & Finance · doi:10.1016/j.iref.2020.11.009 · Cited by 25
Political promotion and pay gap: Evidence from SOEs in China
Kong, G., Hui, Z., Wang, D., Yang, Z., & Hua, L. (2020) · Economic Analysis and Policy · doi:10.1016/j.eap.2020.12.023 · Cited by 24
Oil Price–Stock Market Nexus During the COVID-19 Pandemic: Evidence From China
Shi, Z., & Kong, D. (2021) · Energy RESEARCH LETTERS · doi:10.46557/001c.28131 · Cited by 24
Albaity, M. S. A., Mallek, R. S., & Mustafa, H. (2022) · Risks · doi:10.3390/risks10020043 · Cited by 24
Understanding corporate debt from the oil market perspective
Narayan, P. K., & Nasiri, M. A. (2020) · Energy Economics · doi:10.1016/j.eneco.2020.104946 · Cited by 23
Wang, Q., Zhang, F., Li, R., & Li, L. (2022) · Energy Strategy Reviews · doi:10.1016/j.esr.2022.100881 · Cited by 23
Xu, D., Guo, Y., & Huang, M. (2021) · Emerging Markets Finance and Trade · doi:10.1080/1540496x.2021.1899911 · Cited by 23
Asymmetric Link Between COVID-19 and Fossil Energy Prices
Wang, K., & Su, C. (2021) · Asian Economics Letters · doi:10.46557/001c.18742 · Cited by 23
Extreme co-movements between decomposed oil price shocks and sustainable investments
Lu, X., He, P., Zhang, Z., Apergis, N., & Roubaud, D. (2024) · Energy Economics · doi:10.1016/j.eneco.2024.107580 · Cited by 22
Indian Stock Market during the COVID-19 Pandemic: Vulnerable or Resilient?: Sectoral analysis
Shankar, R., & Dubey, P. (2021) · Organizations and Markets in Emerging Economies · doi:10.15388/omee.2021.12.51 · Cited by 22
Stock and oil price returns in international markets: Identifying short and long-run effects
Osah, T. T., & Mollick, A. V. (2022) · Journal of Economics and Finance · doi:10.1007/s12197-022-09602-x · Cited by 21
Metadata
- Authors
- Prabheesh, K. P., Padhan, R., & Garg, B.
- Affiliations
- Indian Institute of Technology Hyderabad (IN)
- Indian Institute of Technology Ropar (IN)
- Venue
- Energy RESEARCH LETTERS
- Published
- 2020-07-15
- Volume
- 1
- Issue
- 2
- ISSN
- 2652-6433 (ISSN-L)
- 2652-6514
- OpenAlex
- W3046930072
- Cited by
- 245
- References
- 34
- Citations by year
- 2026: 1 · 2025: 7 · 2024: 18 · 2023: 35 · 2022: 48 · 2021: 103 · 2020: 33
- FWCI
- 46.53
- Type
- journal article
- Language
- en
- Open access
- diamond
- doi.org
- Licence
- Locations
- Energy RESEARCH LETTERS (publishedVersion, cc-by-sa)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › COVID-19 Pandemic Impacts
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- COVID-19 pandemic, oil prices, stock returns, Asian stock markets, dynamic conditional correlation
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
