ArticleResources policy2021
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic.
Article in Resources policy, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 7 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
7 citing papers in PubMed.
- Direct and spillover portfolio effects of COVID-19.Research in international business and finance · 2023Article
- Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia.PloS one · 2023Article
- Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis.Research in international business and finance · 2022Article
- Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic.Research in international business and finance · 2022Article
- Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period.Resources policy · 2022Article
- Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond.International review of financial analysis · 2022Article
- COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach.Frontiers in public health · 2022Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
3 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This study sets out to provide fresh evidence on the dynamic interrelationships, at both return and volatility levels, between global equity, gold, and energy markets prior to and during the outbreak of the novel coronavirus. We undertake our analysis within a bivariate GARCH(
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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.