COVID-19 情绪与极端原油回报率之间的动态多尺度关系：小波一致性分析的证据

IF 2.8 3区经济学 Q2 BUSINESS

Emerging Markets Finance and Trade Pub Date : 2024-03-12 DOI:10.1080/1540496x.2024.2325072

Xinghe Liu, Cheng Xu, Yun Hong, Hao Xu

引用次数: 0

摘要

本研究调查了与 COVID-19 大流行相关的情绪与原油极端回报之间的动态多尺度关系。研究采用了最近开发的 COVID-19 指数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Dynamic Multiscale Relationships Between COVID-19 Sentiment and Extreme Crude Oil Returns: Evidence from Wavelet Coherence Analysis

This study investigates the dynamic, multi-scale relationship between sentiment related to the COVID-19 pandemic and extreme returns in crude oil. The recently developed COVID-19 indices are employ...

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来源期刊

Emerging Markets Finance and Trade Multiple-

CiteScore

7.80

自引率

10.00%

发文量

182

期刊介绍： Emerging Markets Finance and Trade publishes research papers on financial and economic aspects of emerging economies. The journal features contributions that are policy oriented and interdisciplinary, employing sound econometric methods, using macro, micro, financial, institutional, and political economy data. Geographical coverage includes emerging market economies of Europe, the Balkans, the Middle East, Asia, Africa, and Latin America. Additionally, the journal will publish thematic issues and occasional special issues featuring selected research papers from major conferences worldwide.