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Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results

We provide some preliminary estimates about the behaviour of oil-stock nexus during COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and after the announcement of the pandemic. A panel Vector Autoregressive (pVAR) model is constructed to analyse the response of oil an...

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Détails bibliographiques
Publié dans:International Review of Economics & Finance
Auteurs principaux: Salisu, Afees A., Ebuh, Godday U., Usman, Nuruddeen
Format: Artigo
Langue:Inglês
Publié: Elsevier Inc. 2020
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Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC7320267/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.iref.2020.06.023
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