Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
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DOI: 10.1016/j.frl.2021.102363
Abstract: Abstract This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded… read more here.
Keywords: energy; 2008 global; stock; volatility spillovers ... See more keywords