Template-Type: ReDIF-Article 1.0 
Author-Name: Kai-Hua Wang
Author-Name: Chi-Wei Su
Author-Email:  cw-su7137@gmail.com
Author-Workplace-Name:  School of Economics, Qingdao University, China
Title: Asymmetric Link Between COVID-19 and Fossil Energy Prices
Abstract:  This paper investigates the asymmetric relationship between COVID-19 and fossil energy prices through bootstrap Fourier Granger Causality test in quantiles. The empirical results indicate that COVID-19 influences oil and natural gas prices in high volatile quantiles. Meanwhile, no significant causal link is discovered in the coal market. Therefore, we provide some important policy implications in terms of results.
Classification-JEL:  Q41,I1
Keywords:  bootstrap fourier granger causality test, energy prices, covid-19
Journal:  Asian Economics Letters
Pages: 1-5
Volume: 1
Issue: 4
Year:  2021
DOI:  2021/08/10
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/18742-asymmetric-link-between-covid-19-and-fossil-energy-prices.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:30