Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment

Daniel Felix Ahelegbey, Alessandro Celani and Paola Cerchiello

Socio-Economic Planning Sciences, 2024, vol. 92, issue C

Abstract: We present the main findings of an extensive quantitative analysis aimed at quantifying the correlated risk and the effects, on the most important economic sectors, of the Covid-19 pandemic and of a list of actions undertaken at the EU level. The considered data relates to the time series of equities and public sentiment of 89 top-listed companies from EuroStoxx 600. We show the relevant impact of the events both at the companies and sector levels. The results show that the actions produce an effect on the economic sector differentiated in terms of magnitude and reaction times.

Keywords: Covid-19; Sentiment; Networks; SVAR; Bayesian graphical models; Risk analysis (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417

DOI: 10.1016/j.seps.2024.101842

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