ArticleResources policy2021
Cryptocurrencies and oil price shocks: A NARDL analysis in 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
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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.
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Who cites it
7 citing papers in PubMed, 105 citations in OpenAlex.
- Government Bonds and COVID-19. An International Evaluation Under Different Market States.Evaluation review · 2023Article
- The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development.Resources policy · 2023Article
- Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach.Resources policy · 2022Article
- The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning.Annals of operations research · 2022Article
- Testing oil price volatility during Covid-19: Global economic impact.Resources policy · 2022Article
- On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis.Resources policy · 2022Article
- How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques.Finance research letters · 2022Article
Corrections and comments
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Authors and funding
4 authors at 1 institution in 1 country.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This study explores potential non-linear and asymmetric interdependencies between oil price shocks and leading cryptocurrency returns. In addition, this research splits changes in crude oil prices into three relevant components: risk, demand, and supply shocks. By applying the NARDL methodology, this paper examines the connection between oil and cryptocurrencies in the period between November 20, 2018 and June 30, 2020, conducting a study of the first wave of the COVID-19 pandemic. Our results confirm that demand shocks show the greatest connection with the returns of the cryptocurrencies analysed. In addition, both short-term and long-term results show a greater interdependence between oil and cryptocurrencies in periods of economic turbulence, such as the SARS-CoV-2 coronavirus crisis.
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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.