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• W3105500785 abstract "Using a drifting spillover index approach (Diebold and Yilmaz, 2012) and a continuous time-frequency tool (Torrence and Webster, 1999), this paper attempts an empirical investigation of the spillovers and co-movements among commodity and stock prices in the major oil-producing and consuming countries. While our results point to the existence of a significant interdependence among the markets considered, Chinese and Saudi Arabian stock markets seem to be weakly integrated into the world market. Moreover, the spillovers are time-varying and reached their highest levels during the COVID-19 medical shock." @default.
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• W3105500785 date "2021-01-01" @default.
• W3105500785 modified "2023-10-14" @default.
• W3105500785 title "The unprecedented reaction of equity and commodity markets to COVID-19" @default.
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• W3105500785 doi "https://doi.org/10.1016/j.frl.2020.101853" @default.
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