Economics, Econometrics and Finance
4 years ago

COVID-19 Linked to Surge in Daily Oil Price Volatility by 22%

Energy RESEARCH LETTERS
Hourly Oil Price Volatility: The Role of COVID-19
Neluka Devpura, Paresh Kumar Narayan

Paper Summary

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The study found that oil price volatility increased due to COVID-19. After considering various factors, it was shown that COVID-19 cases and deaths caused a rise in daily oil price volatility by 8% to 22%.