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COVID-19 and the quantile connectedness between energy and metal markets.
Ghosh, Bikramaditya; Pham, Linh; Teplova, Tamara; Umar, Zaghum.
  • Ghosh B; Symbiosis Institute of Business Management (SIBM), Symbiosis International (Deemed University) (SIU), Electronic City, Hosur Road, Bengaluru 560100, Karnataka, India.
  • Pham L; Department of Economics, School of Business, University of Central Oklahoma, 100 N. University Dr, Box 103, Edmond, OK 73034, USA.
  • Teplova T; National Research University Higher School of Economics, Russian Federation.
  • Umar Z; College of Business, Zayed University, P.O. Box 144534, Abu Dhabi, United Arab Emirates.
Energy Econ ; : 106420, 2022 Nov 26.
Article in English | MEDLINE | ID: covidwho-2240964
ABSTRACT
This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at the upper quantiles. Among the energy metals, cobalt is the least connected to the energy markets. Finally, our empirical results show a switch in the net connectedness indexes of energy metals and clean energy after January 2021. Our results have implication for investors and policy makers for energy and metal under various market conditions.
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Full text: Available Collection: International databases Database: MEDLINE Language: English Journal: Energy Econ Year: 2022 Document Type: Article Affiliation country: J.eneco.2022.106420

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Full text: Available Collection: International databases Database: MEDLINE Language: English Journal: Energy Econ Year: 2022 Document Type: Article Affiliation country: J.eneco.2022.106420