id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-253693-xdmgvj4p	Adekoya, Oluwasegun B.	How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques	2020-10-20		.txt	text/plain	10017	533	57	In essence, this paper examines the impact of the current COVID-19 pandemic on the volatility connectedness among oil, gold, and financial (stock, bitcoin and exchange rate) markets. Here, we examine the causal effect of the current COVID-19 pandemic (proxied by the equity market volatility due to infectious diseases and the growth rate of the U.S. COVID-19 reported cases) on the connectedness across the oil, gold, bitcoin, stock and USD (measured through the volatility spillover series). The data obtained for analysis in this study are the various financial and commodity markets series including dollar exchange rate, prices of gold, crude oil, S&P 500 stock and bitcoin, and the COVID-19 proxies which are the equity market volatility due to infectious diseases index and the U.S. COVID-19 reported cases. Thus, the thrust of this paper is to examine the causal effect of the current COVID-19 pandemic on the connectedness among the globally traded commodity and financial assets (oil, gold, stock, bitcoin and dollar-euro exchange rate).	./cache/cord-253693-xdmgvj4p.txt	./txt/cord-253693-xdmgvj4p.txt