| Pubbl/distr/stampa |
Cham, Switzerland : , : Springer, , [2022]
|
| Descrizione fisica |
1 online resource (137 pages)
|
| Disciplina |
330.9
|
| Collana |
Contributions to Finance and Accounting
|
| Soggetto topico |
COVID-19 Pandemic, 2020- - Economic aspects
|
| ISBN |
3-030-98542-3
|
| Formato |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione |
eng
|
| Nota di contenuto |
Intro -- Contents -- Market-Timing Skills in the Aftermath of COVID-19 Outbreak: Evidence from Islamic Funds -- 1 Introduction -- 2 Theoretical Underpinnings -- 3 Methodology -- 4 Data -- 5 Empirical Results -- 5.1 Descriptive Statistics -- 5.2 Results -- 6 Conclusion -- References -- The Relationship Between US Stock, Commodity and Virtual Markets During COVID-19 Forced Crisis -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 3.1 Data -- 3.2 Methodology -- 4 Empirical Results -- 5 Conclusion -- References -- Towards a Better Comprehension of Tourism Crisis in the Era of Covid-19 -- 1 Introduction -- 2 The Economic Crisis Linked to the COVID-19 Pandemic -- 2.1 The Tourism Crisis in the Era of Covid 19 -- 2.2 A Tourism Crisis that Hides an Energy One -- 2.3 Case Study on Tunisian Context: The Tourism Sector Facing the COVID-19 Pandemic -- 3 Conclusion -- References -- The Asymmetric Response of Equity Markets to Sentiment Risk: A New Asset Pricing Model -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 3.1 Data Descriptions -- 3.2 Estimated Model Specification -- 4 Empirical Estimates and Discussions -- 4.1 Preliminary Statistical Analysis -- 4.2 Empirical Results -- 5 Conclusion -- Annexes -- References -- The Transmission of Oil Shocks to the Developed and Emerging Stock Markets: COVID-19 from First to the Second Wave -- 1 Introduction -- 2 Methodology -- 3 Data -- 4 Results -- 4.1 Stochastic Volatility -- 4.2 Impulse Responses -- 5 Conclusion -- References -- The Volatility Connectedness Between Oil and Stocks: Evidence from the G7 Markets -- 1 Introduction -- 2 Data and Methodology -- 2.1 The Volatility Process -- 2.2 The Vector Auto-regression Model (VAR) -- 2.3 The Bayesian VAR Model with Stochastic Volatility -- 2.4 The Spillover Index -- 2.5 Asymmetric Volatility Spillovers Index -- 3 Results.
3.1 Asymmetric Volatility Spillovers -- 3.2 Robustness Checks -- 4 Conclusion and Policy Implication -- Appendix 1 -- Appendix 2 -- Appendix 3 -- References -- Economic Sentiment and Climate Transition During the COVID-19 Pandemic -- 1 Introduction -- 2 Related Studies -- 3 Data and Empirical Methods -- 3.1 Data -- 3.2 Empirical Methods -- 4 Results and Discussion -- 5 Conclusion -- References -- The Impact of COVID-19 on the Volatility Transmission Across Equity and Commodity Markets -- 1 Introduction -- 2 Methodology -- 3 Data and Empirical Results -- 4 Robustness Test -- 5 Conclusion -- References.
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| Record Nr. | UNINA-9910568293203321 |
Info
Advances in managing energy and climate risks : financial, climate and environmental sustainable strategies / / Stéphane Goutte [and three others]