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In statistics, two variables are said to be correlated if the values of one variable are associated with the other variable. Depending on the relationship between two variables, correlation can be of three types– positive correlation, negative correlation, and zero correlation.
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Has COVID-19 changed the stock return-oil price predictability pattern?

Fan Zhang1, Paresh Kumar Narayan2, Neluka Devpura3

  • 1School of Public Finance and Taxation, Zhejiang University of Finance and Economics, Hangzhou, China.

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|January 13, 2022
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Summary

The COVID-19 pandemic significantly weakened the link between oil prices and stock market predictions in Japan. This research shows an 89.5% decline in oil price influence on stock returns during the pandemic.

Keywords:
COVID-19Oil pricesStock returns

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Area of Science:

  • * Financial Economics
  • * Market Volatility Analysis
  • * Energy Market Dynamics

Background:

  • * The relationship between oil prices and stock returns is a key area in financial economics.
  • * The COVID-19 pandemic introduced unprecedented economic and market volatility globally.
  • * Understanding market predictability during crises is crucial for investors and policymakers.

Purpose of the Study:

  • * To investigate the impact of the COVID-19 pandemic on the predictive relationship between oil prices and stock returns.
  • * To quantify the change in the influence of oil prices on stock returns in the Japanese market.
  • * To assess the implications for financial trading strategies.

Main Methods:

  • * Analysis of daily Japanese stock market data from January 4, 2020, to March 17, 2021.
  • * Utilization of an empirical model controlling for seasonal effects, return controls, heteroskedasticity, persistency, and endogeneity.
  • * Statistical testing to determine the significance of pandemic-induced changes in the relationship.

Main Results:

  • * A substantial decline of approximately 89.5% in the influence of oil prices on stock returns was observed during the COVID-19 pandemic.
  • * The pandemic's impact on economic activity and financial market stability correlated with this reduced influence.
  • * The predictability of stock returns based on oil prices was significantly altered.

Conclusions:

  • * The COVID-19 pandemic fundamentally altered the relationship between oil prices and stock returns in the Japanese market.
  • * Reduced economic activity and heightened market instability diminished the predictive power of oil prices.
  • * Trading strategies relying on oil price indicators may require re-evaluation in light of these findings.