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PubMed COVID-19 Clinical Care

6361 - 6370 of 6604 results found

A threshold effect of COVID-19 risk on oil price returns

Date
Tuesday, March 14, 2023 - 4:00 AM
Description
Using U.S. data, we investigate how the COVID-19 pandemic influences oil price returns in an asset pricing framework. Unlike earlier studies, we consider a threshold model to allow for the possibility that COVID-19 risk may not play a role until it