Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis
Lu Liu; En‐Ze Wang; Chien‐Chiang Lee · 2020 · Energy RESEARCH LETTERS
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract
This research explores the interaction among the COVID-19 pandemic, crude oil market and stock market in the U.S. by utilizing a time-varying parameter vector autoregression (TVP-VAR) model. Our results indicate that there is a negative connection between crude oil returns and stock returns. Interestingly, contrary to our intuition, we find that the COVID-19 pandemic cannot exert a negative effect but has a statistically significantly positive effect on crude oil returns and stock returns.
Abstract by Lu Liu; En‐Ze Wang; Chien‐Chiang Lee, Energy RESEARCH LETTERS (2020) — licensed CC BY-SA 4.0.
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Metadata source: OpenAlex · DOI 10.46557/001c.13154