PandemieGrippaleV1, France, Analysis, bibRecord, 000011

COVID 19's impact on crude oil and natural gas S&P GS Indexes

Identifieur interne : 000011 ( France/Analysis ); précédent : 000010; suivant : 000012

COVID 19's impact on crude oil and natural gas S&P GS Indexes

Auteurs : Donia Aloui ; Stéphane Goutte [France] ; Khaled Guesmi [France] ; Rafla Hchaichi

Source :

RBID : Hal:halshs-02613280

English descriptors

mix :
- COVID-19, S&P GS commodities Indexes, TVP-SVAR model, crude oil, drop oil price, health crisis, natural gas JEL Classification:, oil price war.

Abstract

On 12 March 2020, the sharp fell of U.S. crude oil price to 30 dollars was explained by the outspreads of coronavirus pandemic and the OPEC's inability to reach a production quota agreement. We employ the structural VAR model with time-varying coefficients and stochastic volatility (TVP-SVAR model) developed by Primiceri (2005) to asses the impact of COVID-19 shocks on the energy futures markets, particularly on crude oil and natural gas S&P GS Indexes. The findings confirm that energy commodities S&P GS Indexes respond to COVID-19 shock that varying over time due to fundamentals factors as well as behavioral and psychological factors.

Url:

https://halshs.archives-ouvertes.fr/halshs-02613280

Affiliations:

Links toward previous steps (curation, corpus...)

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to stream Main, to step Exploration: 000014
to stream France, to step Extraction: 000011

Links to Exploration step

Hal:halshs-02613280

Le document en format XML

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<front><div type="abstract" xml:lang="en">              <p>On 12 March 2020, the sharp fell of U.S. crude oil price to 30 dollars was explained by the outspreads of coronavirus pandemic and the OPEC's inability to reach a production quota agreement. We employ the structural VAR model with time-varying coefficients and stochastic volatility (TVP-SVAR model) developed by Primiceri (2005) to asses the impact of COVID-19 shocks on the energy futures markets, particularly on crude oil and natural gas S&P GS Indexes. The findings confirm that energy commodities S&P GS Indexes respond to COVID-19 shock that varying over time due to fundamentals factors as well as behavioral and psychological factors.</p>
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COVID 19's impact on crude oil and natural gas S&P GS Indexes

COVID 19's impact on crude oil and natural gas S&P GS Indexes

Source :

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri