P. K. Sahoo, Debasis Pahi, Biplab Kumar Guru, Nirupama Mohanty
{"title":"COVID-19 风险与全球石油价格冲击之间的因果关系：来自时间和频率因果关系方法的证据","authors":"P. K. Sahoo, Debasis Pahi, Biplab Kumar Guru, Nirupama Mohanty","doi":"10.46557/001c.90286","DOIUrl":null,"url":null,"abstract":"This paper examines the causal relationship between global oil price returns and aggregate COVID-19 index and COVID-19 uncertainty index by using daily data from 31st December 2020 to 28th April 2021. The results from the causality test show unidirectional causality from aggregate COVID-19 index to oil price returns and from uncertainty index to oil price returns. Furthermore, the frequency domain causality reveals the same results for both short and long periods. From a policy perspective, investors and industry people should pay attention to the uncertainty caused by COVID-19.","PeriodicalId":348903,"journal":{"name":"Energy RESEARCH LETTERS","volume":"54 7","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Causal Nexus Between COVID-19 Risk and Global Oil Price Shocks: Evidence From a Time and Frequency Causality Approach\",\"authors\":\"P. K. Sahoo, Debasis Pahi, Biplab Kumar Guru, Nirupama Mohanty\",\"doi\":\"10.46557/001c.90286\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper examines the causal relationship between global oil price returns and aggregate COVID-19 index and COVID-19 uncertainty index by using daily data from 31st December 2020 to 28th April 2021. The results from the causality test show unidirectional causality from aggregate COVID-19 index to oil price returns and from uncertainty index to oil price returns. Furthermore, the frequency domain causality reveals the same results for both short and long periods. From a policy perspective, investors and industry people should pay attention to the uncertainty caused by COVID-19.\",\"PeriodicalId\":348903,\"journal\":{\"name\":\"Energy RESEARCH LETTERS\",\"volume\":\"54 7\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-02-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Energy RESEARCH LETTERS\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.46557/001c.90286\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Energy RESEARCH LETTERS","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.46557/001c.90286","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Causal Nexus Between COVID-19 Risk and Global Oil Price Shocks: Evidence From a Time and Frequency Causality Approach
This paper examines the causal relationship between global oil price returns and aggregate COVID-19 index and COVID-19 uncertainty index by using daily data from 31st December 2020 to 28th April 2021. The results from the causality test show unidirectional causality from aggregate COVID-19 index to oil price returns and from uncertainty index to oil price returns. Furthermore, the frequency domain causality reveals the same results for both short and long periods. From a policy perspective, investors and industry people should pay attention to the uncertainty caused by COVID-19.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
