Financial Market Dynamics After Covid 19: The Contagion Effect of the Pandemic in Finance

ISBN-13: 9783030985417 / Angielski / Twarda / 2022

Goutte, Stéphane

Opis

This book analyses the impact of the COVID-19 pandemic in different areas of Finance emphasizing the contagion effect in capital markets. The volume presents evidence-based case studies from the global financial crisis that followed after the onset of the pandemic in March 2020.

Spis treści

Chapter 1. Market-Timing Skills in the Aftermath of COVID-19 Outbreak: Evidence from Islamic Funds.- Chapter 2. The Relationship Between US Stock, Commodity and Virtual Markets During COVID-19 Forced Crisis.- Chapter 3. Towards a Better Comprehension of Tourism Crisis in the Era of Covid-19.- Chapter 4. The Asymmetric Response of Equity Markets to Sentiment Risk: A New Asset Pricing Model.- Chapter 5. The Transmission of Oil Shocks to the Developed and Emerging Stock Markets: COVID-19 from First to the Second Wave.- Chapter 6. The Volatility Connectedness Between Oil and Stocks: Evidence from the G7 Markets.- Chapter 7. Economic Sentiment and Climate Transition during the COVID-19 Pandemic.- Chapter 8. The Impact of COVID-19 on the Volatility Transmission Across Equity and Commodity Markets.

O autorze

Stéphane Goutte has two PhDs, one in Mathematics and one in Economics. He is Full Professor at UMI SOURCE, UVSQ, IRD, Université Paris-Saclay, France. He is adjunct professor at University of Calgary, Canada. He received his Habilitation for Supervising Scientific Research (HDR) in 2017 at University Paris Dauphine. He is a Senior Editor of Energy Policy (JEPO), a Senior Editor of Finance Research Letters (FLR); an Associate Editor of International Review of Financial Analysis (IRFA) and Research in International Business and Finance (RIBAF); a Subject Editor of Journal of International Financial Markets, Institutions and Money (JIFMIM). His interests lie in the area of mathematical finance and econometric applied in energy, commodities or environmental issues. He has published more than 60 research papers in international academic journals. He has also been a Guest Editor of various special issues of international peer-reviewed journals and Editor of many handbooks.

Khaled Guesmi is a full Professor of Finance at Paris School of Business and adjunct professor at Telfer School of Management, University of Canada. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. Dr. Guesmi obtains his HDR (Habilitation for Supervising Doctoral Research) in in July 2015. He holds his Ph.D. in Economics from the University Paris Nanterre in 2011, and his M.Sc. in Finance from Paris I University of Sorbonne in 2005. Previously, he served as Professor of Finance and Head of Environment, Climate Change and Energy Transition Chair at IPAG Business School, as associate research positions at “EconomiX” laboratory at the University of Paris Ouest La Défense and "ERF" Economic Research Forum, Egypt. In 2003 Dr. Guesmi joined the UNESCO as a Research Manager, and in 2008, he joined “Caisse de Dépôts et Consignations” as Financial Analyst.

He has published articles in leading refereed journals, including the Energy Journal; International Review of Financial Analysis; Journal of International Financial Markets, Institutions & Money, Annals of Operations Research, Energy Economics and Energy Policy. Furthermore, Dr. Guesmi currently serves as Associate Editor at Finance Research Letters, as international advisory board at The International Spectator. In addition, Khaled Guesmi is the founder of the International Symposium on Energy and Finance Issues and the Project Manager of European Commission’s Horizon 2020 Program for Research and Innovation. Dr. Khaled Guesmi hold the 4th best world researcher in Energy Finance: Frontiers and Future Development in Beijing in 2018.

Christian Urom received his Ph.D in Economics at the Laboratoire d'Economie Dionysien (LED), Universite' Paris VII; M.Sc. in International Economics and Finance from Glasgow Caledonian University, Glasgow, United Kingdom. Christian is an Associate Professor at the Center of Research for Energy and Climate Change (CRECC), Paris School of Business, Paris, France. Previously, he served as a Research Fellow, Applied Economics unit, Afriheritage Institution, Enugu, Nigeria. Christian has over seven years of teaching and research in Economics and Finance. His research interests are in Energy Economics, Asset Pricing, Commodity Finance and Climate Change. Christian has published in leading peer-reviewed journals including International Economics, Economic Modelling, Energy Economics, Finance Research Letters and International Review of Financial Analysis.