Can Uncertainty Due to Pandemic Predict Asia-Pacific Energy Stock Markets?

Ismail Fasanya, Oluwatomisin Oyewole and Johnson Oliyide

Asian Economics Letters, 2021, vol. 2, issue 1, 1-7

Abstract: In this note, we examine the predictability of the energy stock markets using the diseases-based uncertainty index within a nonparametric framework. The nonparametric causality test reveals that energy stocks’ predictability driven by pandemic uncertainty is prevalent around the lower and upper quantiles for both the full sample of data and for the COVID-19 sample period.

Keywords: energy markets; infectious diseases uncertainty; predictability (search for similar items in EconPapers)
JEL-codes: D81 G15 I1 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (4)

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Asian Economics Letters is currently edited by Chun-Ping Chang (Shih Chien University, Taiwan) and Professor Chien-Chiang Lee (Nanchang University, China)

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