DI Okorie, B Lin - Finance Research Letters, 2021 - Elsevier
This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of …
The ongoing conflict between Russia and Ukraine has raised concerns about the stability of energy supplies from Russia, one of the largest crude oil, refined products and natural gas …
P Ferreira, É Pereira - Journal of Risk and Financial Management, 2019 - mdpi.com
The rapid development of cryptocurrencies has drawn attention to this particular market, with investors trying to understand its behaviour and researchers trying to explain it. The …
The energy sector has been the main economic hub in everyone's lives and in world geopolitics. Consequently, oil, gas, electricity and energy from renewable sources (wind and …
The relationship between oil prices and stock markets is commonly studied, in order to understand how financial markets are influenced by this important real asset. The evidence …
O Tilfani, P Ferreira, MY El Boukfaoui - Empirical Economics, 2021 - Springer
How stock markets relate to each other is very important because this could have positive effects (such as enhancing economic growth) but also negative effects (possible contagion …
Abstract The United Kingdom voted to leave the European Union on 23 June 2016, which led to a notable shift in the financial markets. This study investigates the dynamic linkages …
This study assesses the effects of the US financial and the Eurozone debt crises on a large set of frontier stock markets. Detrended Cross Correlation Analysis (DCCA) and Detrended …
DI Okorie, B Lin - International Review of Economics & Finance, 2023 - Elsevier
While several studies evaluate the impacts of the novel coronavirus pandemic on different markets, it is worth the while to also examine its contagion (fractal) effect on the top (based …