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10.1016/j.frl.2020.101703

http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101703
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suck abstract from ncbi


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pmid32837382      Financ+Res+Lett 2021 ; 38 (ä): 101703
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  • The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets #MMPMID32837382
  • Gharib C; Mefteh-Wali S; Jabeur SB
  • Financ Res Lett 2021[Jan]; 38 (ä): 101703 PMID32837382show ga
  • This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, 2020. We detect common periods of mild explosivity in WTI and gold markets. More importantly, we find a bilateral contagion effect of bubbles in oil and gold markets during the recent COVID-19 outbreak.
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