ArticleEntropy (Basel, Switzerland)2020
Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic.
Article in Entropy (Basel, Switzerland), 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 13 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
13 citing papers in PubMed, 48 citations in OpenAlex.
- Entropy of Financial Time Series Due to the Shock of War.Entropy (Basel, Switzerland) · 2023Article
- Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis.Heliyon · 2023Article
- The dynamical relation between price changes and trading volume: A multidimensional clustering analysis.Quality & quantity · 2023Article
- Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage.Entropy (Basel, Switzerland) · 2022Article
- Conducting Causal Analysis by Means of Approximating Probabilistic Truths.Entropy (Basel, Switzerland) · 2022Article
- The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets.Chaos, solitons, and fractals · 2021Article
- The Impact of the COVID-19 Pandemic on the Unpredictable Dynamics of the Cryptocurrency Market.Entropy (Basel, Switzerland) · 2021Article
- A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model.Entropy (Basel, Switzerland) · 2021Article
- Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets.Entropy (Basel, Switzerland) · 2021Article
- Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods.Financial innovation · 2021Article
- Financial sector and economic growth amid external uncertainty shocks: Insights into emerging economies.PloS one · 2021Article
- The recovery of global stock markets indices after impacts due to pandemics.Research in international business and finance · 2021Article
- Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses.Heliyon · 2021Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
2 authors at 2 institutions in 2 countries.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poor's 500), precious metals (Gold and Silver), and energy markets (West Texas Instruments, Brent, and Gas). The generalized autoregressive conditional heteroskedasticity model is applied to the return series. The wavelet packet Shannon entropy is calculated from the estimated volatility series to assess randomness. Hierarchical clustering is employed to examine interconnections between volatilities. We found that (
Indexed as
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.