Covid-19, oil price and UK economic policy uncertainty: evidence from the ARDL approach

Jeris, Saeed Sazzad; Nath, Ridoy Deb

doi:10.3934/qfe.2020023

Cited by 54 publications

(17 citation statements)

References 25 publications

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“…Therefore, the three-step FGLS was used to estimate the expected valueÊ and the varianceσ 2 e of the farm households' MPVI. The formula for calculating the MPVI of farm households can thus be transformed into the following:…”

Section: Multidimensional Poverty Vulnerability Modelmentioning

confidence: 99%

“…The COVID-19 pandemic swept the globe in 2020. It is the largest public health event faced by the world since the Second World War [1] and has significantly impacted societies, economies and the livelihoods of people in China and worldwide [2,3]. As of 31 December 2020, more than 200 countries or regions globally have had confirmed cases of COVID-19; there are more than 100 million confirmed cases worldwide and a cumulative death toll of more than 2,000,000 (https://www.who.int (accessed on 31 December 2020).…”

Section: Introductionmentioning

confidence: 99%

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Impact of the COVID-19 Pandemic on Farm Households’ Vulnerability to Multidimensional Poverty in Rural China

et al. 2021

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The COVID−19 pandemic has significantly impacted the economy and livelihoods of people worldwide. To analyze the impact of the pandemic on material conditions, income levels, health conditions, industrial development and employment opportunities of farmers in China’s rural areas, especially poor areas and explore whether farmers can achieve stable poverty eradication during the COVID−19 pandemic, we interviewed 2662 farm households in poverty−stricken areas of China and used the multidimensional poverty measurement model, three−step feasible generalized least squares and propensity score matching to analyze data. We achieved the following results. First, the overall level of multidimensional poverty vulnerability index (MPVI) of the surveyed households was low and the MPVI of each dimension varied significantly. The MPVI of households in the treated group was higher than that of the control group. Second, COVID−19 increased farm households’ vulnerability to multidimensional poverty in poverty−stricken regions; MPVI increased by 27.9%. Third, COVID−19′s impact on various dimensions differed: the greatest impact was on the vulnerability to health deprivation, followed by industrial development, employment and income deprivation. However, the pandemic slightly reduced the vulnerability to material deprivation. Finally, we proposed various measures in response to the impact of the pandemic to assist farm households in poverty−stricken areas.

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Section: Multidimensional Poverty Vulnerability Modelmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

Impact of the COVID-19 Pandemic on Farm Households’ Vulnerability to Multidimensional Poverty in Rural China

et al. 2021

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“…Many studies are deal with the impact of COVID-19 on the financial markets, such as the impact on stock market returns and volatility (Al-Awadhi et al, Alhammadi, 2020;Albulescu, 2020;Ali et al, 2020;Ashraf, 2020bAshraf, , 2020cBahrini & Filfilan, 2020;Contessi & Pierangelo, 2020;Harjoto et al, 2020;Mazur, Dang, & Vega, 2020;Rababah et al, 2020;Thorbecke, 2020;Topcu & Gulal, 2020), market illiquidity (Baig et al, 2020), contagion effect (Okorie & Lin, 2020), government interventions or responses against COVID-19 (Ashraf, 2020a;Zaremba et al, 2021;Zaremba et al, 2020), cryptocurrencies (Conlon & McGee, 2020;Corbet, Larkin, & Lucey, 2020;Goodell & Goutte, 2020), tourism and leisure sectors (Chen et al, 2020;Ghosh, 2020), uncertainty (Jeris & Nath, 2020), social trust (Mazumder, 2020), dividends (Krieger & Mauck, 2020), and commodity prices (Corbet, Goodell, & Günay, 2020;Devpura & Narayan, 2020;Huang & Zheng, 2020;Salisu, Ebuh, & Usman, 2020).…”

Section: Literature Reviewmentioning

confidence: 99%

The Impact of News about Pandemic on Borsa Istanbul during the COVID-19 Financial Turmoil

Tan

2021

Türkiye İletişim Araştırmaları Dergisi

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The COVID-19 pandemic, which emerged in December 2019 and then spread worldwide, has affected not only economic and social life but also the financial markets. It has left investors greatly panicked and affected their decisions. In this study, the effect of COVID-19 related news on Borsa Istanbul is analyzed using the panel quantile regression method. The study period is set between 10 March 2020 and 17 April 2020. The panic index, media hype index, fake news index, country sentiment index, infodemic index, and media coverage index created by the RavenPack data platform are used for the analysis. The impact of news, it was found, varies amongst the quantiles, and there exists an asymmetric dependence between the returns of Borsa Istanbul and COVID-19 related news. More efficient communication channels, the results indicate, should be used to alleviate the financial turmoil caused by

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“…Sharif et al (2020) used a wavelet analysis to analyze the time-frequency relationship between the COVID-19 outbreak, oil prices, geopolitical risk, economic uncertainty, and the U.S. stock market. Jeris and Nath (2020) tested the relationship between COVID-19, oil prices, and U.K. economic policy uncertainty, using an ARDL approach. Many other studies also use various time series methods to investigate the correlation between different time series variables (Hoque et al, 2019;Lee & Wang, 2015;Shaeri & Katircio glu, 2018;Tang, 2013).…”

Section: Introductionmentioning

confidence: 99%

Causal estimation of COVID-19 and SARS on China's stock market: evidence from a time series counterfactual prediction

Feng

2021

Economic Research-Ekonomska Istraživanja

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Covid-19, oil price and UK economic policy uncertainty: evidence from the ARDL approach

Cited by 54 publications

References 25 publications

Impact of the COVID-19 Pandemic on Farm Households’ Vulnerability to Multidimensional Poverty in Rural China

Impact of the COVID-19 Pandemic on Farm Households’ Vulnerability to Multidimensional Poverty in Rural China

The Impact of News about Pandemic on Borsa Istanbul during the COVID-19 Financial Turmoil

Causal estimation of COVID-19 and SARS on China's stock market: evidence from a time series counterfactual prediction

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