ArticleResources policy2023
Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak.
Article in Resources policy, 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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.
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.
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Who cites it
0 citing papers in PubMed.
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Corrections and comments
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Authors and funding
4 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This article explores the impact of fuel price movements on the stock market return of 2020 during the COVID-19 disruptions. In doing so, a monthly data of seven selected stock market indices representing developed and emerging economies globally was used for analysis. The study used a time-varying parameter VAR model to examine a time-varying causal association between oil prices and stock market returns and a novel quantile-causality approach to capture the fluctuations of these markets under COVID-19's varying market conditions. The study further utilises the entropy transfer approach to capture the Granger-causal relationship in the presence of nonlinearities of the data series. The results indicate a high information flow from fuel prices to the FTSE-100, Pacific, and European stock indicies, but not the other way round. The results show that, for the FTSE-100 and the European region, there is a two-way information flow between equities and natural gas, and vice-versa. However, a one-way information flow was established from the stock market to the Pacific and emerging economies.
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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.