Publication: Connectedness of energy markets around the world during the COVID-19 pandemic
Connectedness of energy markets around the world during the COVID-19 pandemic
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Akyildirim, E., Cepni, O., Molnár, P., & Uddin, G. S. (2022). Connectedness of energy markets around the world during the COVID-19 pandemic. Energy Economics, 109, 105900. https://doi.org/10.1016/j.eneco.2022.105900
Abstract
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his paper studies the connectedness among energy equity indices of oil-exporting and oil-importing countries around the world. For each country, we construct time-varying measures of how much shocks this country transmits to other countries and how much shocks this country receives from other countries. We analyze the network of countries and find that, on average, oil-exporting countries are mainly transmitting shocks, and oil-importing countries are mainly receiving shocks. Furthermore, we use panel data regressions to evaluate whet
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- Akyildirim, Erdinc
- Cepni, Oguzhan
- Molnár, Peter
- Uddin, Gazi Salah
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Akyildirim, E., Cepni, O., Molnár, P., & Uddin, G. S. (2022). Connectedness of energy markets around the world during the COVID-19 pandemic. Energy Economics, 109, 105900. https://doi.org/10.1016/j.eneco.2022.105900
