The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?
This study examines the effect of COVID-19 pandemic on the efficiency of oil markets from 2nd February 2020 to 4th August 2021. By relying on dynamic conditional correlation GARCH and Wavelet coherence techniques, we able to provide correlations between the variables across time and frequency domai...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2023-01-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijeep/article/view/13453 |