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The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets.
Gharib, Cheima; Mefteh-Wali, Salma; Jabeur, Sami Ben.
  • Gharib C; Quantitative Analysis Research Group (QUARG), ESCT School of Business, University of Manouba, Tunisia.
  • Mefteh-Wali S; ESSCA School of Management, 1 rue Lakanal, 49003, Angers, France.
  • Jabeur SB; ESDES Business School of UCLyon, 10, place des archives, 69002, Lyon, France.
Financ Res Lett ; 38: 101703, 2021 Jan.
Article in English | MEDLINE | ID: covidwho-676165
ABSTRACT
This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, 2020. We detect common periods of mild explosivity in WTI and gold markets. More importantly, we find a bilateral contagion effect of bubbles in oil and gold markets during the recent COVID-19 outbreak.
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Full text: Available Collection: International databases Database: MEDLINE Type of study: Experimental Studies Language: English Journal: Financ Res Lett Year: 2021 Document Type: Article Affiliation country: J.frl.2020.101703

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Full text: Available Collection: International databases Database: MEDLINE Type of study: Experimental Studies Language: English Journal: Financ Res Lett Year: 2021 Document Type: Article Affiliation country: J.frl.2020.101703