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10.1016/j.iref.2020.06.023 http://scihub22266oqcxt.onion/10.1016/j.iref.2020.06.023 C7320267!7320267!C7320267     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       ä-/-ä 2020 ; 69 (ä): 280-94 Nephropedia Template TP {{tp|p=C7320267|t=2020. Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results |pdf=|usr=}}{{C7320267}} gab.com Text Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results JO: ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7320267 #FOAvip We provide some preliminary estimates about the behaviour of oil-stock nexus during COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and after the announcement of the pandemic. A panel Vector Autoregressive (pVAR) model is constructed to analyse the response of oil and stocks to shocks. A panel Logit model is also formulated to evaluate the probability of having negative oil price and stock returns between the two data samples. The pVAR analyses suggest that both oil and stock markets may experience greater initial and prolonged impacts of own and cross shocks during the pandemic than the period before it. This outcome is further corroborated by the panel Logit estimates suggesting that the probability of having negative oil and stock returns during the pandemic may be due uncertainty associated with the relevant markets. Twit Text FOAVip Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results ????ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=C7320267 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=C7320267 #FOAvip English Wikipedia <ref>{{Cite pmid|C7320267}}</ref> Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results #MMPMIDC7320267 Salisu AA; Ebuh GU; Usman N ä-/-ä 2020[Sep]; 69 (ä): 280-94 PMIDC7320267show ga We provide some preliminary estimates about the behaviour of oil-stock nexus during COVID-19 pandemic. Consequently, we conduct distinct analyses for periods before and after the announcement of the pandemic. A panel Vector Autoregressive (pVAR) model is constructed to analyse the response of oil and stocks to shocks. A panel Logit model is also formulated to evaluate the probability of having negative oil price and stock returns between the two data samples. The pVAR analyses suggest that both oil and stock markets may experience greater initial and prolonged impacts of own and cross shocks during the pandemic than the period before it. This outcome is further corroborated by the panel Logit estimates suggesting that the probability of having negative oil and stock returns during the pandemic may be due uncertainty associated with the relevant markets. äRevisiting oil-stock nexus during COVID-19 pandemic: Some preliminary (epmc).pdf DeepDyve Pubget Overpricing