COVID-19 and the quantile connectedness between energy and metal markets

A-Tier
Journal: Energy Economics
Year: 2023
Volume: 117
Issue: C

Authors (4)

Ghosh, Bikramaditya (not in RePEc) Pham, Linh (University of Central Oklahoma) Teplova, Tamara (not in RePEc) Umar, Zaghum (Zayed University)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at the upper quantiles. Among the energy metals, cobalt is the least connected to the energy markets. Finally, our empirical results show a switch in the net connectedness indexes of energy metals and clean energy after January 2021. Our results have implication for investors and policy makers for energy and metal under various market conditions.

Technical Details

RePEc Handle
repec:eee:eneeco:v:117:y:2023:i:c:s0140988322005497
Journal Field
Energy
Author Count
4
Added to Database
2026-01-29