2021
DOI: 10.1016/j.energy.2020.119302
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Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives

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Cited by 76 publications
(11 citation statements)
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“…The more recent literature has focused on the impact of the COVID-19 pandemic on equity markets (e.g., Guo et al, 2021 , David et al, 2021 , Al-Awadhi et al, 2020 ; Sharif et al, 2020; among others); Energy and commodity markets (e.g., Lin and Su., 2021; Cui et al, 2021 ; Hongsakulvasu et al, 2020; among others); Precious metals ( Dutta et al, 2020 , Gharib et al, 2020 ; among others); Cryptocurrency markets (e.g., Iqbal et al, 2021 ; Umar and Gubareva., 2020; Mariana et al, 2020; Goodell and Goutte., 2020; Conlon and McGee., 2020; Dutta et al, 2020 ; among others). However, empirical studies of the impact of the COVID-19 pandemic seems relatively understudied, and we find only a few papers related to the topic.…”
Section: Literature Reviewmentioning
confidence: 99%
“…The more recent literature has focused on the impact of the COVID-19 pandemic on equity markets (e.g., Guo et al, 2021 , David et al, 2021 , Al-Awadhi et al, 2020 ; Sharif et al, 2020; among others); Energy and commodity markets (e.g., Lin and Su., 2021; Cui et al, 2021 ; Hongsakulvasu et al, 2020; among others); Precious metals ( Dutta et al, 2020 , Gharib et al, 2020 ; among others); Cryptocurrency markets (e.g., Iqbal et al, 2021 ; Umar and Gubareva., 2020; Mariana et al, 2020; Goodell and Goutte., 2020; Conlon and McGee., 2020; Dutta et al, 2020 ; among others). However, empirical studies of the impact of the COVID-19 pandemic seems relatively understudied, and we find only a few papers related to the topic.…”
Section: Literature Reviewmentioning
confidence: 99%
“…The relationship between energy and other asset classes has been extensively investigated in the literature, see, e.g., Ashfaq et al, 2019 , Bašta and Molnár, 2018 , Bigerna et al, 2021 , Cevik et al, 2020 , Cui et al, 2021 , Qin, 2020 , Jiang and Yoon, 2020 , Khalfaoui et al, 2019 , Li et al, 2020 , Liu et al, 2020 , Mokni, 2020 , Nazlioglu et al, 2020 , Pavlova et al, 2018 , Qin, 2020 , Sarwar et al, 2020 and Wen et al (2020) . However, less attention has been paid to the connectedness of energy sectors of various countries.…”
Section: Introductionmentioning
confidence: 99%
“…Adding more costly, environment-friendly fuel is connected with slower speed and longer cargo time. However, better fuel quality does not seem to effect ship speed (Cui et al 2021).…”
Section: Literature Reviewmentioning
confidence: 99%