#2983. Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

December 2026publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript4500 $

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Journal’s subject area:
Economics, Econometrics and Finance (all);
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Abstract:
In the article, we explored the relationship between the volatility of the energy index, crude oil, gas prices and financial assets (gold, bitcoin and G7 stock indices), especially during the coronavirus crisis. The results of the Markov Switching-BEKK-GARCH evaluation prove the spillover of volatility from energy assets to financial assets.
Keywords:
COVID-19 pandemic; Cryptocurrency; Energy indices; G7 stock indices; Gold; Markov-switching GARCH

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