Title:

Spillovers and Hedging Effectiveness between Oil and US Equity Sectors: Evidence from the COVID Pre- and Post-vaccination Phases

Authors:

Imran Yousaf (Wenzhou-Kean U, Lebanese American U, U Jordan)
Nadia Arfaoui (U Manouba)
Mariya Gubareva (U Lisboa, CSG - ISEG, UTL, SOCIUS - ISEG, UTL)

Journal:

Research In International Business And Finance

Year:

2024

Volume:

69

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G1 - General Financial Markets
G13 - Contingent Pricing; Futures Pricing
I1 - Health
Q4 - Energy

DOI:

10.1016/j.ribaf.2023.102204