Exploring the Relationship Between the COVID-19 Pandemic, Crude Oil Prices, and the Stock Market in Saudi Arabia: Insights from Wavelet-Based Analysis

被引：0

作者：

Muhmmad, Riyaz ^{[1
]}

Ali, Sajid ^{[2
]}

机构：

[1] Monad Univ, Sch Management & Business Studies, Hapur, India

[2] Al Yamamah Univ, Coll Business, POB 45180, Riyadh, Saudi Arabia

来源：

NAVIGATING THE TECHNOLOGICAL TIDE: THE EVOLUTION AND CHALLENGES OF BUSINESS MODEL INNOVATION, VOL 3, ICBT 2024 | 2024年 / 1082卷

关键词：

COVID-19; Oil prices; Stock market; Lockdown; Wavelet theory; Causality; FINANCIAL CRISIS; CONTAGION;

D O I：

10.1007/978-3-031-67434-1_19

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This investigation delves into the intricate interplay among the propagation of COVID-19, the turbulence in oil prices, and the noteworthy responses to the epidemic within Saudi Arabia. Employing a coherence wavelet analysis of daily datasets specific to Saudi Arabia, the study illuminates the pronounced influence of both COVID-19 and oil price shocks on stock market volatility across short/low-frequency bands. Notably, the impact of COVID-19 on the financial market surpasses that of Saudi oil prices, underlining its classification as a distinct economic crisis. The findings underscore urgent, consequential implications and advocate for pragmatic measures to mitigate the ramifications of COVID-19.

引用

页码：201 / 209

页数：9

共 50 条

[41] Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach
Zeinedini, Sh
Karimi, M. Sh
Khanzadi, A.
RESOURCES POLICY, 2022, 76
[42] Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach
Zeinedini, Sh
Karimi, M. Sh
Khanzadi, A.
Resources Policy, 2022, 76
[43] Dynamic Multiscale Relationships Between COVID-19 Sentiment and Extreme Crude Oil Returns: Evidence from Wavelet Coherence Analysis
Liu, Xinghe
Xu, Cheng
Hong, Yun
Xu, Hao
EMERGING MARKETS FINANCE AND TRADE, 2024, 60 (11) : 2533 - 2548
[44] Relationship Between Public Mental Health and Immune Status During the COVID-19 Pandemic: Cross-Sectional Data from Saudi Arabia
Alghamdi, Badrah S.
Alatawi, Yasser
Alshehri, Fahad S.
Tayeb, Haythum O.
Tarazi, Frank, I
RISK MANAGEMENT AND HEALTHCARE POLICY, 2021, 14 : 1439 - 1447
[45] The Short-Term Effect of COVID-19 Pandemic on China's Crude Oil Futures Market: A Study Based on Multifractal Analysis
Shao, Ying-Hui
Liu, Ying-Lin
Yang, Yan-Hong
FLUCTUATION AND NOISE LETTERS, 2023, 22 (04):
[46] The relationship between nurses' risk assessment and management, fear perception, and mental wellbeing during the COVID-19 pandemic in Saudi Arabia
Al-Dossary, Reem N. N.
AlMahmoud, Sana
Banakhar, Maram Ahmed
Alamri, Majed
Albaqawi, Hamdan
Hosis, Khaled Al
Aljohani, Mohammed S. S.
Alrasheadi, Bader
Falatah, Rawaih
Almadani, Noura
Aljohani, Khalid
Alharbi, Jalal
Almazan, Joseph U. U.
FRONTIERS IN PUBLIC HEALTH, 2022, 10
[47] Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches
Tissaoui, Kaistq
Hkiri, Besma
Talbi, Mariem
Alghassab, Waleed
Alfreahat, Khaled Issa
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 58
[48] Does COVID-19 pandemic event alter the dependence structure breaks between crude oil and stock markets in Europe and America
Chang, Kai
Li, Sheng Ze
ENERGY REPORTS, 2022, 8 : 15106 - 15123
[49] Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis
Yan, Ran
Cao, Fuguo
Gao, Ke
ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, 2022, 29 (44) : 66109 - 66124
[50] Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis
Ran Yan
Fuguo Cao
Ke Gao
Environmental Science and Pollution Research, 2022, 29 : 66109 - 66124

← 1 2 3 4 5 →