Publication:
How COVID‑19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics

datacite.subject.fos oecd::Social sciences::Economics and Business
dc.contributor.author Luc Phan Tan, Muhammad Sadiq, Talla M. Aldeehani, Syed Ehsanullah, Putri Mutira, Hieu Minh Vu
dc.date.accessioned 2023-09-27T06:43:04Z
dc.date.available 2023-09-27T06:43:04Z
dc.date.issued 2021
dc.description.abstract This paper investigates the effect of different categories of essential COVID-19 data from 2020 to 2021 towards stock price dynamics and options markets. It applied the hypothetical method in which investors develop depression based on the understanding suggested by various green finance divisions. Furthermore, additional elements like panic, sentiment, and social networking sites may impact the attitude, size, and direction of green finance, subsequently impacting the security prices. We created new emotion proxies based on five groups of information, namely COVID-19, marketplace, lockdown, banking sector, and government relief using Google search data. The results show that (1) if the proportional number of traders’ conduct exceeds the stock market, the effect of sentimentality indexes on jump volatility is expected to change; (2) the volatility index component jump radically increases with the COVID-19 index, city and market lockdown index, and banking index; and (3) expanding the COVID-19 index gives rise to the stock market index. Moreover, all indexes decreased in jump volatility but only after 5 days. These findings comply with the hypotheses proposed by our model.
dc.identifier.doi https://doi.org/10.1007/s11356-021-17774-y
dc.identifier.uri http://repository.vlu.edu.vn:443/handle/123456789/8823
dc.language.iso en_US
dc.relation.ispartof Environmental Science and Pollution Research
dc.relation.issn 1614-7499
dc.subject COVID-19
dc.subject Market lockdown
dc.subject Government relief
dc.subject Green finance
dc.subject Stock price
dc.subject Responsible Editor: Nicholas Apergis
dc.title How COVID‑19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics
dc.type Resource Types::text::journal::journal article
dspace.entity.type Publication
oairecerif.author.affiliation #PLACEHOLDER_PARENT_METADATA_VALUE#
Files
Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
AS691.txt
Size:
0 B
Format:
Plain Text
Description:
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed to upon submission
Description: