Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
<p dir="ltr">This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemi...
محفوظ في:
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| مؤلفون آخرون: | |
| منشور في: |
2022
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| الموضوعات: | |
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إضافة وسم
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| _version_ | 1864513547809062912 |
|---|---|
| author | Noureddine Benlagha (17269114) |
| author2 | Salaheddine El Omari (17269117) |
| author2_role | author |
| author_facet | Noureddine Benlagha (17269114) Salaheddine El Omari (17269117) |
| author_role | author |
| dc.creator.none.fl_str_mv | Noureddine Benlagha (17269114) Salaheddine El Omari (17269117) |
| dc.date.none.fl_str_mv | 2022-05-01T00:00:00Z |
| dc.identifier.none.fl_str_mv | 10.1016/j.frl.2021.102373 |
| dc.relation.none.fl_str_mv | https://figshare.com/articles/journal_contribution/Connectedness_of_stock_markets_with_gold_and_oil_New_evidence_from_COVID-19_pandemic/24420460 |
| dc.rights.none.fl_str_mv | CC BY 4.0 info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Commerce, management, tourism and services Banking, finance and investment Economics Applied economics Oil Gold Stocks Connectedness COVID-19 |
| dc.title.none.fl_str_mv | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| dc.type.none.fl_str_mv | Text Journal contribution info:eu-repo/semantics/publishedVersion text contribution to journal |
| description | <p dir="ltr">This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemic than in the pre-pandemic period. We also find that during this pandemic, gold is a receiver of shocks from the five stock markets, whereas the oil is a net transmitter of shocks.</p><h2>Other Information</h2><p dir="ltr">Published in: Finance Research Letters<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.frl.2021.102373" target="_blank">https://dx.doi.org/10.1016/j.frl.2021.102373</a></p> |
| eu_rights_str_mv | openAccess |
| id | Manara2_e6e2c742cf85282dd98b1ce22ef6e8c8 |
| identifier_str_mv | 10.1016/j.frl.2021.102373 |
| network_acronym_str | Manara2 |
| network_name_str | Manara2 |
| oai_identifier_str | oai:figshare.com:article/24420460 |
| publishDate | 2022 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| rights_invalid_str_mv | CC BY 4.0 |
| spelling | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemicNoureddine Benlagha (17269114)Salaheddine El Omari (17269117)Commerce, management, tourism and servicesBanking, finance and investmentEconomicsApplied economicsOilGoldStocksConnectednessCOVID-19<p dir="ltr">This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemic than in the pre-pandemic period. We also find that during this pandemic, gold is a receiver of shocks from the five stock markets, whereas the oil is a net transmitter of shocks.</p><h2>Other Information</h2><p dir="ltr">Published in: Finance Research Letters<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.frl.2021.102373" target="_blank">https://dx.doi.org/10.1016/j.frl.2021.102373</a></p>2022-05-01T00:00:00ZTextJournal contributioninfo:eu-repo/semantics/publishedVersiontextcontribution to journal10.1016/j.frl.2021.102373https://figshare.com/articles/journal_contribution/Connectedness_of_stock_markets_with_gold_and_oil_New_evidence_from_COVID-19_pandemic/24420460CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/244204602022-05-01T00:00:00Z |
| spellingShingle | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic Noureddine Benlagha (17269114) Commerce, management, tourism and services Banking, finance and investment Economics Applied economics Oil Gold Stocks Connectedness COVID-19 |
| status_str | publishedVersion |
| title | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| title_full | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| title_fullStr | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| title_full_unstemmed | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| title_short | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| title_sort | Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic |
| topic | Commerce, management, tourism and services Banking, finance and investment Economics Applied economics Oil Gold Stocks Connectedness COVID-19 |