Browsing COVID-19 Research by Author "Benlagha, Noureddine"
Now showing items 1-3 of 3
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Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
Benlagha, Noureddine; El Omari, Salaheddine ( Elsevier , 2022 , Article)This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ... -
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
Abdelmalek, Wafa; Benlagha, Noureddine ( Emerald Publishing , 2022 , Article)Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ... -
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
Benlagha, Noureddine; Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M.; Vigne, Samuel A. ( Elsevier , 2022 , Article)The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...