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From:PLoS ONE (Vol. 16, Issue 9) Peer-ReviewedThis paper uses event study based on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to study the impact of the COVID-19 outbreak on China's financial market. It finds that the pandemic had an...
From:The Energy Journal (Vol. 42, Issue 5) Peer-ReviewedWe investigate the relationship between energy commodities bases, inventory and financial stress from 1994 to 2018. We find that, from the 1998 Asian crisis the effect of financial stress on energy commodities bases...
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