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COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs

Muhammad Abubakr Naeem1, Sitara Karim2, Larisa Yarovaya3

  • 1Accounting and Finance Department, United Arab Emirates University, P.O. Box 15551, Al Ain, United Arab Emirates.

Energy Economics
|May 10, 2023
PubMed

Keywords:
COVID-19Intraday volatilityTVP-VARUS ETFsWavelet analysis

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