“…First, we use machine learning (Karim et al, 2021;Kazancoglu et al, 2022;Khalilpourazari & Hashemi Doulabi, 2022) to understand the predictability power of cryptocurrencies, the US dollar, and the COVID-19 on oil prices. Other studies used conventional models to investigate this relationship (e.g., Albulescu & Ajmi, 2021;Bénassy-Quéré et al, 2007;Charfeddine et al, 2020;Jareño et al, 2021;Mensi et al, 2020;Okorie & Lin, 2020;Kumar et al, 2022aKumar et al, , 2022bKumar et al, 2022aKumar et al, , 2022bNyawa et al, 2022;Queiroz et al, 2020;Queiroz & Fosso Wamba, 2021;Wen et al, 2018;Zhang et al, 2008). Second, we cover a longer period during COVID-19.…”