ABSTRACT
Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) has rapidly evolved in the last couple of years. This has created major havoc and concern because it has affected millions of people around the world. The new variants of covid-19 are classified into two types, VOI (variant of interest) and VOC (variant of concern). The major variants of concern (VOCs) have shared mutations in severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). The spike proteins of the novel coronavirus located mostly on the S1 unit result in a higher transmissibility rate and affect the viral virulence and clinical outcome. The spike protein and other non-structural protein mutations in VOCs may lead to escape the approved vaccinations. Here the VOC mutations i.e., OMICRON VARIANT have been discussed in detail, and the therapeutic strategies to enhance the host immune responses have been proposed. Additionally, a computational approach is proposed to design the drug and vaccine for the variant. The protein structure for the OMICRON variant has been predicted through bioinformatics tools and several databases have been used to identify suitable natural inhibitors. The OMICRON variant was analyzed to identify suitable vaccine candidates by identifying B-Cell epitopes. To design a drug, REPAGLINIDE and ENT-NATEGLINIDE were identified as natural inhibitors based on docking score. To design a vaccine the B-cell epitope i.e., CLIGAEYVNNSYECD was found to the highest antigenicity score. The present study identifies natural inhibitors and potential antigenic Epitopes which may be used as effective drug and vaccine candidates to suppress the novel coronavirus. Copyright 2023 by the authors. Licensee Zoological Society of Pakistan.
ABSTRACT
This study s focal point is to access the financial aspects of coronavirus on China and the world s largest stock markets by analysing the cointegration and the transmission of shocks from the Chinese stock market to the whole world. This study employs unit root test, Johansen cointegration test, vector error correction model, Granger causality test, variance decomposition and impulse response function test, to find the long-run and short-run relationship and transmission of shocks for the period from January 2012 to March 2020. Findings of the study observe the long-run relationship between stock markets. The short-run results reveal that the previous day s stock prices of Hong Kong and the US stock market show a positive relationship with China stock market. Granger causality results show only unidirectional long-run causality running from the UK, Hong Kong and Japan. Short-run causality results indicate the bidirectional causality among China and other major stock markets. © 2021 Inderscience Enterprises Ltd.. All rights reserved.