Template-Type: ReDIF-Article 1.0 
Author-Name: Ismail O. Fasanya
Author-Name: Oluwatomisin J. Oyewole 
Author-Name: Johnson A. Oliyide
Author-Email:  ismail.fasanya@wits.ac.za
Author-Workplace-Name:  School of Economics and Finance, University of the Witwatersrand, Johannesburg, South Africa
Title: Can Uncertainty Due to Pandemic Predict Asia-Pacific Energy Stock Markets?
Abstract:  In this note, we examine the predictability of the energy stock markets using the diseases-based uncertainty index within a nonparametric framework. The nonparametric causality test reveals that energy stocks’ predictability driven by pandemic uncertainty is prevalent around the lower and upper quantiles for both the full sample of data and for the COVID-19 sample period.
Classification-JEL:  G15 ,I1,D81
Keywords:  energy markets, infectious diseases uncertainty, predictability
Journal:  Asian Economics Letters
Pages: 1-7
Volume: 2
Issue: 1
Year:  2021
DOI:  2021/08/10
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/21223-can-uncertainty-due-to-pandemic-predict-asia-pacific-energy-stock-markets.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:34